+8.4%
TSEM vs VIAV
+2,195.9%
-2,187.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | +4.7% | +13.6% | -8.8% | +1.2% |
| 30D | -14.2% | +5.3% | -19.6% | -15.5% |
| 3M | -5.0% | -15.6% | +10.6% | -0.3% |
| 6M | +87.6% | +34.0% | +53.6% | +76.6% |
| YTD | +84.4% | +119.9% | -35.4% | +53.7% |
| 1Y | +235.4% | +235.2% | +0.2% | +151.9% |
| 3Y | +668.0% | +299.8% | +368.2% | +446.6% |
| 5Y | +644.7% | +140.1% | +504.7% | +485.8% |
| 10Y | +1,326.7% | +420.3% | +906.4% | +841.8% |
| All | +8.4% | +2,195.9% | -2,187.5% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling