+1,259.9%
TSEM vs VSAT
+3.1%
+1,256.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.5% | -6.4% | -4.4% |
| 7D | +0.9% | +3.4% | -2.5% | +0.2% |
| 30D | -16.6% | -12.2% | -4.4% | -14.5% |
| 3M | -10.9% | +20.6% | -31.5% | -14.6% |
| 6M | +78.0% | +60.2% | +17.8% | +61.7% |
| YTD | +77.2% | +115.3% | -38.1% | +52.7% |
| 1Y | +207.6% | +154.6% | +53.0% | +156.9% |
| 3Y | +637.8% | +211.2% | +426.7% | +438.1% |
| 5Y | +617.0% | +52.7% | +564.3% | +454.4% |
| All | +1,259.9% | +3.1% | +1,256.8% | +1,018.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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