-35.1%
TLT vs VSAT
+33.0%
-68.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +16.3% | -16.2% | -0.2% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +5.1% | +3.3% | +1.8% | +5.0% |
| 3M | -0.2% | -7.5% | +7.3% | -0.2% |
| 6M | -2.9% | +6.2% | -9.1% | -3.3% |
| YTD | -2.7% | +115.8% | -118.5% | -4.1% |
| 1Y | -4.6% | +107.7% | -112.3% | -5.9% |
| 3Y | +6.1% | +292.0% | -286.0% | +2.4% |
| 5Y | -35.1% | +35.3% | -70.4% | -40.3% |
| All | -35.1% | +33.0% | -68.2% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling