+528.3%
TLN vs VSAT
+225.8%
+302.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.7% | -0.6% | +6.1% |
| 7D | -1.3% | -17.0% | +15.7% | +1.0% |
| 30D | -10.5% | -9.8% | -0.7% | -9.4% |
| 3M | +0.1% | -22.0% | +22.1% | +2.9% |
| 6M | -17.4% | -5.0% | -12.4% | -17.7% |
| YTD | -9.7% | +85.6% | -95.2% | -15.8% |
| 1Y | -12.3% | +80.2% | -92.4% | -18.2% |
| 3Y | +528.3% | +250.0% | +278.2% | +437.4% |
| All | +528.3% | +225.8% | +302.5% | +437.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling