+19.6%
TMO vs VSAT
+207.8%
-188.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.6% | -1.3% | +0.7% | -0.6% |
| 30D | +1.1% | -14.8% | +15.9% | +1.9% |
| 3M | +28.3% | +2.2% | +26.1% | +27.4% |
| 6M | +23.3% | +60.2% | -36.9% | +18.3% |
| YTD | +5.5% | +115.6% | -110.2% | -1.1% |
| 1Y | +24.5% | +132.9% | -108.3% | +15.8% |
| 3Y | +19.6% | +216.1% | -196.5% | +4.7% |
| All | +19.6% | +207.8% | -188.3% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling