+84.9%
VIAV vs TYL
-21.3%
+106.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.3% | +10.5% | +8.3% |
| 7D | -4.8% | +6.7% | -11.5% | -4.9% |
| 30D | -38.5% | +26.5% | -65.0% | -38.9% |
| 3M | -29.9% | +37.3% | -67.1% | -31.3% |
| 6M | -46.3% | +31.2% | -77.4% | -47.7% |
| YTD | +59.8% | -7.4% | +67.1% | +69.2% |
| 1Y | +62.3% | -9.6% | +71.9% | +73.2% |
| 3Y | +243.0% | +1.9% | +241.1% | +235.6% |
| All | +84.9% | -21.3% | +106.2% | +89.4% |
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 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