-36.3%
TSEM vs VSAT
-11.8%
-24.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.3% | +7.3% | +7.4% |
| 7D | +6.8% | +12.5% | -5.7% | -2.1% |
| 30D | -26.6% | +11.0% | -37.6% | -32.4% |
| 3M | -36.3% | -11.1% | -25.2% | -31.8% |
| All | -36.3% | -11.8% | -24.6% | -31.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling