+129.5%
TLT vs VSAT
+1,429.9%
-1,300.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | +0.1% |
| 7D | -1.0% | +12.5% | -13.5% | -0.6% |
| 30D | +4.1% | +11.0% | -6.9% | +4.6% |
| 3M | -0.4% | -11.1% | +10.8% | -0.5% |
| 6M | -3.2% | +2.8% | -6.0% | -2.5% |
| YTD | -3.5% | +118.0% | -121.5% | +0.1% |
| 1Y | -5.8% | +97.1% | -102.9% | -2.6% |
| 3Y | +4.6% | +296.8% | -292.2% | +13.9% |
| 5Y | -34.4% | +38.7% | -73.1% | -31.6% |
| 10Y | -11.4% | -7.4% | -4.0% | -7.1% |
| All | +129.5% | +1,429.9% | -1,300.5% | +191.6% |
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