-1.1%
TLT vs VSAT
+219.7%
-220.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.1% |
| 7D | +0.4% | +17.3% | -16.9% | +0.2% |
| 30D | -0.3% | -3.3% | +3.0% | -0.3% |
| 3M | -1.7% | +18.7% | -20.5% | -2.1% |
| 6M | -4.9% | +77.6% | -82.5% | -5.7% |
| YTD | -2.8% | +125.6% | -128.4% | -3.9% |
| 1Y | -4.2% | +158.3% | -162.5% | -5.5% |
| 3Y | -1.1% | +226.1% | -227.2% | -2.1% |
| All | -1.1% | +219.7% | -220.8% | -2.1% |
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