+320.5%
TMUS vs VSAT
+131.5%
+189.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.0% | -8.5% | -4.2% |
| 7D | +0.1% | +11.8% | -11.7% | -1.5% |
| 30D | +5.3% | -7.0% | +12.3% | +6.1% |
| 3M | +3.1% | +3.3% | -0.1% | +0.5% |
| 6M | -16.5% | +57.4% | -73.9% | -24.9% |
| YTD | -9.2% | +118.6% | -127.7% | -23.5% |
| 1Y | -26.5% | +150.2% | -176.7% | -40.5% |
| 3Y | +39.0% | +160.7% | -121.7% | -2.5% |
| 5Y | +40.4% | +51.2% | -10.8% | +2.3% |
| 10Y | +303.7% | -0.7% | +304.4% | +199.9% |
| All | +320.5% | +131.5% | +189.0% | +71.7% |
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 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