+2,871.3%
VIAV vs TXT
+744.8%
+2,126.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.8% |
| 7D | -4.6% | -4.8% | +0.2% | -2.4% |
| 30D | -10.4% | -10.6% | +0.2% | -5.5% |
| 3M | -34.5% | -13.2% | -21.3% | -30.1% |
| 6M | +7.0% | -20.3% | +27.3% | +19.5% |
| YTD | +95.6% | -9.3% | +104.9% | +104.7% |
| 1Y | +197.2% | -2.7% | +199.9% | +200.5% |
| 3Y | +232.0% | +1.4% | +230.6% | +223.8% |
| 5Y | +102.2% | +9.6% | +92.7% | +86.1% |
| 10Y | +344.6% | +94.9% | +249.7% | +180.5% |
| All | +2,871.3% | +744.8% | +2,126.6% | +638.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling