+309.3%
TEL vs VSAT
+3.3%
+306.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +1.6% | -1.3% | +2.9% | +1.8% |
| 30D | -0.7% | -14.8% | +14.2% | +2.0% |
| 3M | +2.4% | +2.2% | +0.2% | +0.3% |
| 6M | +4.1% | +60.2% | -56.1% | -7.5% |
| YTD | -5.8% | +115.6% | -121.5% | -21.5% |
| 1Y | +0.9% | +132.9% | -132.0% | -17.9% |
| 3Y | +72.6% | +216.1% | -143.5% | +15.5% |
| 5Y | +57.5% | +52.9% | +4.6% | +16.6% |
| All | +309.3% | +3.3% | +306.0% | +204.2% |
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