+134.3%
VIAV vs TYL
-28.2%
+162.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -4.5% | +15.6% | +11.5% |
| 7D | +11.3% | -7.6% | +18.9% | +11.9% |
| 30D | -1.0% | +11.3% | -12.3% | -2.4% |
| 3M | -20.5% | +14.5% | -35.0% | -22.6% |
| 6M | +39.0% | -7.1% | +46.1% | +40.8% |
| YTD | +117.5% | -23.4% | +140.8% | +131.4% |
| 1Y | +233.8% | -38.6% | +272.3% | +284.9% |
| 3Y | +295.4% | -11.3% | +306.7% | +279.2% |
| 5Y | +134.3% | -28.0% | +162.2% | +129.1% |
| All | +134.3% | -28.2% | +162.5% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling