+126.1%
TLT vs VSAT
+1,350.9%
-1,224.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.2% | +3.7% | -1.6% |
| 7D | -2.7% | +20.0% | -22.7% | -2.1% |
| 30D | +2.2% | +6.5% | -4.3% | +2.5% |
| 3M | -1.7% | -18.3% | +16.6% | -2.1% |
| 6M | -4.0% | +0.4% | -4.3% | -3.4% |
| YTD | -4.9% | +106.7% | -111.7% | -1.6% |
| 1Y | -7.4% | +89.9% | -97.3% | -4.3% |
| 3Y | +3.0% | +276.3% | -273.3% | +12.0% |
| 5Y | -35.1% | +32.9% | -68.0% | -32.4% |
| 10Y | -12.7% | -12.2% | -0.5% | -8.7% |
| All | +126.1% | +1,350.9% | -1,224.9% | +186.9% |
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