+128.4%
TLT vs VSAT
+1,424.6%
-1,296.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +3.7% | +4.0% | -0.2% | +4.0% |
| 3M | -0.7% | -11.8% | +11.1% | -0.8% |
| 6M | -4.2% | +6.9% | -11.1% | -3.4% |
| YTD | -4.0% | +117.2% | -121.2% | -0.4% |
| 1Y | -5.8% | +102.4% | -108.3% | -2.5% |
| 3Y | +4.1% | +295.5% | -291.4% | +13.3% |
| 5Y | -34.8% | +37.0% | -71.8% | -32.1% |
| 10Y | -12.3% | -6.0% | -6.3% | -8.0% |
| All | +128.4% | +1,424.6% | -1,296.3% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling