+420.3%
VIAV vs TYL
+102.8%
+317.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | +13.6% | -8.6% | +22.2% | +15.7% |
| 30D | +5.3% | +7.5% | -2.2% | +2.7% |
| 3M | -15.6% | +10.9% | -26.5% | -19.7% |
| 6M | +34.0% | -6.7% | +40.7% | +32.9% |
| YTD | +119.9% | -24.5% | +144.4% | +131.9% |
| 1Y | +235.2% | -38.6% | +273.8% | +284.2% |
| 3Y | +299.8% | -12.6% | +312.4% | +279.2% |
| 5Y | +140.1% | -28.2% | +168.3% | +141.1% |
| 10Y | +420.3% | +104.0% | +316.3% | +228.6% |
| All | +420.3% | +102.8% | +317.5% | +228.6% |
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