+708.6%
TLN vs VSAT
+46.4%
+662.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.2% | -2.2% |
| 7D | +11.0% | +5.9% | +5.1% | +10.2% |
| 30D | +4.9% | +9.7% | -4.8% | +3.7% |
| 3M | +4.9% | -18.3% | +23.2% | +7.0% |
| 6M | +7.1% | -4.1% | +11.2% | +6.5% |
| YTD | +0.3% | +96.5% | -96.2% | -6.8% |
| 1Y | +5.9% | +89.3% | -83.4% | -1.4% |
| 3Y | +578.5% | +270.1% | +308.4% | +474.5% |
| All | +708.6% | +46.4% | +662.2% | +618.2% |
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