+1,940.9%
TMO vs VSAT
+1,423.4%
+517.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.4% | +1.3% |
| 7D | -0.5% | +3.5% | -4.0% | -1.0% |
| 30D | +1.0% | -14.7% | +15.7% | +2.9% |
| 3M | +22.7% | +13.2% | +9.5% | +18.7% |
| 6M | +19.0% | +57.4% | -38.4% | +9.1% |
| YTD | +4.7% | +110.0% | -105.2% | -8.3% |
| 1Y | +26.0% | +134.4% | -108.4% | +7.6% |
| 3Y | +18.0% | +203.5% | -185.5% | -12.2% |
| 5Y | +8.0% | +47.1% | -39.1% | -15.2% |
| 10Y | +333.8% | +0.4% | +333.4% | +240.1% |
| All | +1,940.9% | +1,423.4% | +517.5% | +894.3% |
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