+300.1%
VIAV vs TYL
+169.5%
+130.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.2% |
| 7D | +3.2% | +4.3% | -1.1% | +2.3% |
| 30D | -31.8% | +28.0% | -59.7% | -35.5% |
| 3M | -16.6% | +32.3% | -49.0% | -22.8% |
| 6M | -39.4% | +29.9% | -69.4% | -44.8% |
| YTD | +74.0% | -7.1% | +81.1% | +74.4% |
| 1Y | +70.8% | -9.2% | +80.0% | +72.5% |
| 3Y | +295.5% | +0.7% | +294.8% | +268.3% |
| 5Y | +103.3% | -21.1% | +124.4% | +105.0% |
| 10Y | +300.1% | +180.8% | +119.3% | +129.4% |
| All | +300.1% | +169.5% | +130.6% | +129.4% |
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