+721.4%
TFC vs VSAT
+1,485.7%
-764.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.6% |
| 7D | +2.4% | +11.8% | -9.4% | +0.8% |
| 30D | -1.3% | -7.0% | +5.7% | -0.5% |
| 3M | +6.1% | +3.3% | +2.8% | +3.8% |
| 6M | +7.3% | +57.4% | -50.1% | -2.3% |
| YTD | +8.2% | +118.6% | -110.4% | -7.1% |
| 1Y | +14.4% | +150.2% | -135.8% | -4.9% |
| 3Y | +93.7% | +160.7% | -67.0% | +43.4% |
| 5Y | +16.4% | +51.2% | -34.8% | -10.8% |
| 10Y | +101.6% | -0.7% | +102.2% | +59.0% |
| All | +721.4% | +1,485.7% | -764.3% | +407.2% |
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 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