+19.0%
TMO vs VSAT
+69.6%
-50.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.4% | +0.3% |
| 7D | -0.5% | +3.5% | -4.0% | -0.4% |
| 30D | +1.0% | -14.7% | +15.7% | +0.7% |
| 3M | +22.7% | +13.2% | +9.5% | +22.2% |
| 6M | +19.0% | +57.4% | -38.4% | +16.4% |
| All | +19.0% | +69.6% | -50.6% | +16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling