+676.7%
TLN vs VSAT
+61.8%
+614.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +1.1% | -0.5% | +1.6% | +1.0% |
| 30D | -4.6% | +4.0% | -8.6% | -5.2% |
| 3M | +5.2% | -11.8% | +17.0% | +6.3% |
| 6M | -6.5% | +6.9% | -13.4% | -8.2% |
| YTD | -3.6% | +117.2% | -120.9% | -11.5% |
| 1Y | -8.2% | +102.4% | -110.7% | -15.4% |
| 3Y | +559.7% | +295.5% | +264.2% | +452.3% |
| All | +676.7% | +61.8% | +614.9% | +581.7% |
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 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