+253.1%
TSEM vs VIAV
+200.0%
+53.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.7% | +4.2% | +5.6% |
| 7D | +6.9% | -4.6% | +11.5% | +10.1% |
| 30D | +5.3% | -10.4% | +15.7% | +11.9% |
| 3M | -14.9% | -34.5% | +19.6% | +9.5% |
| 6M | +80.0% | +7.0% | +73.1% | +78.7% |
| YTD | +89.4% | +95.6% | -6.3% | +57.1% |
| 1Y | +253.1% | +197.2% | +55.9% | +154.6% |
| All | +253.1% | +200.0% | +53.1% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 1y: compounded portfolio wealth divided by compounded VIAV 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…
1y analysis · Full analysis span regression · 6 months rolling