+699.3%
TFC vs VSAT
+1,481.5%
-782.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.2% | +12.5% | -13.7% | -3.1% |
| 30D | +7.8% | +11.0% | -3.3% | +5.3% |
| 3M | -3.0% | -11.1% | +8.2% | -2.5% |
| 6M | +5.8% | +2.8% | +3.0% | +2.3% |
| YTD | +5.3% | +118.0% | -112.7% | -10.5% |
| 1Y | +15.7% | +97.1% | -81.4% | -0.7% |
| 3Y | +94.8% | +296.8% | -202.0% | +34.3% |
| 5Y | 0.0% | +38.7% | -38.6% | -22.7% |
| 10Y | +79.0% | -7.4% | +86.4% | +41.1% |
| All | +699.3% | +1,481.5% | -782.2% | +388.7% |
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