+240.8%
TMUS vs VSAT
-4.9%
+245.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.2% |
| 7D | +9.5% | -0.5% | +10.0% | +9.4% |
| 30D | +13.8% | +4.0% | +9.8% | +13.4% |
| 3M | -4.6% | -11.8% | +7.2% | -4.4% |
| 6M | -11.7% | +6.9% | -18.6% | -13.0% |
| YTD | -15.4% | +117.2% | -132.6% | -20.7% |
| 1Y | -16.1% | +102.4% | -118.6% | -21.2% |
| 3Y | +20.5% | +295.5% | -275.0% | +1.3% |
| 5Y | +48.7% | +37.0% | +11.7% | +38.4% |
| 10Y | +240.8% | -6.0% | +246.8% | +220.6% |
| All | +240.8% | -4.9% | +245.7% | +220.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling