+18.0%
TSEM vs VSAT
+1,399.8%
-1,381.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.5% | +0.4% |
| 7D | +20.5% | +20.0% | +0.5% | +16.1% |
| 30D | -29.0% | +6.5% | -35.4% | -29.6% |
| 3M | -39.4% | -18.3% | -21.0% | -36.6% |
| 6M | -28.5% | +0.4% | -28.9% | -29.2% |
| YTD | +34.4% | +106.7% | -72.3% | +15.3% |
| 1Y | +48.3% | +89.9% | -41.5% | +29.0% |
| 3Y | +543.5% | +276.3% | +267.2% | +329.2% |
| 5Y | +331.4% | +32.9% | +298.5% | +226.6% |
| 10Y | +881.1% | -12.2% | +893.3% | +662.3% |
| All | +18.0% | +1,399.8% | -1,381.8% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling