+617.0%
TSEM vs VIAV
+128.3%
+488.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.5% | +0.6% | -1.7% |
| 7D | +0.9% | +11.2% | -10.3% | -4.7% |
| 30D | -16.6% | -2.6% | -14.0% | -16.0% |
| 3M | -10.9% | -20.1% | +9.2% | -0.6% |
| 6M | +78.0% | +25.8% | +52.2% | +64.7% |
| YTD | +77.2% | +109.9% | -32.7% | +35.7% |
| 1Y | +207.6% | +214.3% | -6.7% | +102.4% |
| 3Y | +637.8% | +281.6% | +356.2% | +345.5% |
| 5Y | +617.0% | +132.6% | +484.4% | +416.7% |
| All | +617.0% | +128.3% | +488.7% | +416.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling