+290.8%
VIAV vs TYL
+183.6%
+107.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +7.9% | +0.8% | +7.1% | +7.7% |
| 30D | -20.3% | +21.1% | -41.4% | -23.7% |
| 3M | -28.5% | +28.9% | -57.5% | -33.3% |
| 6M | -42.7% | +42.0% | -84.7% | -49.2% |
| YTD | +72.4% | -6.6% | +79.0% | +72.6% |
| 1Y | +81.5% | -9.1% | +90.5% | +83.5% |
| 3Y | +293.8% | +1.8% | +292.0% | +265.3% |
| 5Y | +101.4% | -22.9% | +124.4% | +105.8% |
| All | +290.8% | +183.6% | +107.2% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling