+275.3%
TMUS vs VSAT
+96.5%
+178.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.8% | -0.1% |
| 7D | +3.6% | -17.0% | +20.5% | +5.8% |
| 30D | -3.4% | -9.8% | +6.4% | -3.0% |
| 3M | -9.5% | -22.0% | +12.5% | -7.6% |
| 6M | -15.2% | -5.0% | -10.2% | -17.9% |
| YTD | -18.9% | +85.6% | -104.5% | -30.9% |
| 1Y | -17.7% | +80.2% | -97.9% | -30.1% |
| 3Y | +15.6% | +250.0% | -234.4% | -26.3% |
| 5Y | +38.9% | -4.6% | +43.5% | +12.9% |
| 10Y | +245.3% | -7.2% | +252.5% | +149.2% |
| All | +275.3% | +96.5% | +178.7% | +54.9% |
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