+131.2%
TLT vs VSAT
+1,434.0%
-1,302.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | +0.3% |
| 7D | -0.4% | +11.8% | -12.2% | -0.1% |
| 30D | -0.6% | -7.0% | +6.5% | -0.8% |
| 3M | -2.7% | +3.3% | -6.0% | -2.3% |
| 6M | -5.6% | +57.4% | -63.1% | -3.7% |
| YTD | -2.8% | +118.6% | -121.4% | +0.6% |
| 1Y | -1.4% | +150.2% | -151.7% | +2.8% |
| 3Y | -1.6% | +160.7% | -162.3% | +4.7% |
| 5Y | -33.8% | +51.2% | -85.0% | -30.6% |
| 10Y | -21.1% | -0.7% | -20.5% | -17.0% |
| All | +131.2% | +1,434.0% | -1,302.8% | +193.3% |
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 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