+76.5%
TNA vs VSAT
+3.3%
+73.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -7.3% | -1.3% | -5.9% | -6.8% |
| 30D | -14.2% | -14.8% | +0.6% | -6.9% |
| 3M | -4.6% | +2.2% | -6.8% | -10.9% |
| 6M | +36.9% | +60.2% | -23.3% | -3.3% |
| YTD | +42.5% | +115.6% | -73.1% | -17.1% |
| 1Y | +45.8% | +132.9% | -87.1% | -20.5% |
| 3Y | +104.7% | +216.1% | -111.4% | -39.2% |
| 5Y | -21.7% | +52.9% | -74.6% | -66.8% |
| All | +76.5% | +3.3% | +73.2% | +12.3% |
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 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