-5.6%
TLT vs VSAT
+85.9%
-91.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.2% | +12.0% | +1.0% |
| 7D | +1.0% | -14.7% | +15.6% | +1.2% |
| 30D | +6.0% | -4.3% | +10.3% | +6.0% |
| 3M | -0.9% | -22.5% | +21.6% | -0.5% |
| 6M | -2.3% | +4.7% | -6.9% | -2.8% |
| YTD | -3.3% | +93.8% | -97.1% | -4.4% |
| 1Y | -5.6% | +79.8% | -85.4% | -6.5% |
| All | -5.6% | +85.9% | -91.5% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling