+476.5%
TSEM vs VSAT
+252.2%
+224.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.9% | -2.0% | -5.8% |
| 7D | +7.0% | +5.9% | +1.1% | +5.6% |
| 30D | -29.8% | +9.7% | -39.5% | -30.8% |
| 3M | -41.9% | -18.3% | -23.6% | -39.3% |
| 6M | -45.8% | -4.1% | -41.7% | -45.5% |
| YTD | +25.1% | +96.5% | -71.4% | +12.5% |
| 1Y | +48.2% | +89.3% | -41.0% | +33.8% |
| 3Y | +476.5% | +270.1% | +206.4% | +351.8% |
| All | +476.5% | +252.2% | +224.3% | +351.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling