+1,282.5%
TSEM vs VIAV
+419.4%
+863.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -2.0% | -0.2% |
| 7D | -4.9% | +11.2% | -16.0% | -10.4% |
| 30D | -18.7% | -10.1% | -8.6% | -14.5% |
| 3M | -18.1% | -22.9% | +4.7% | -6.9% |
| 6M | +77.1% | +28.8% | +48.3% | +57.9% |
| YTD | +80.1% | +117.5% | -37.3% | +25.5% |
| 1Y | +220.4% | +216.1% | +4.3% | +86.1% |
| 3Y | +650.1% | +292.2% | +357.9% | +281.2% |
| 5Y | +628.9% | +141.0% | +487.9% | +349.3% |
| All | +1,282.5% | +419.4% | +863.0% | +537.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling