+124.3%
TDG vs VSAT
+51.7%
+72.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.9% | -1.3% | -0.5% | -1.8% |
| 30D | -7.7% | -14.8% | +7.1% | -6.6% |
| 3M | -9.3% | +2.2% | -11.5% | -10.0% |
| 6M | -9.4% | +60.2% | -69.6% | -13.7% |
| YTD | -14.3% | +115.6% | -129.9% | -20.7% |
| 1Y | -11.8% | +132.9% | -144.7% | -19.3% |
| 3Y | +52.0% | +216.1% | -164.1% | +28.7% |
| All | +124.3% | +51.7% | +72.6% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling