-22.5%
TNA vs VSAT
+50.0%
-72.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -4.0% |
| 7D | -7.6% | +3.4% | -11.0% | -9.0% |
| 30D | -13.6% | -12.2% | -1.4% | -9.4% |
| 3M | +2.8% | +20.6% | -17.8% | -8.2% |
| 6M | +34.5% | +60.2% | -25.7% | +6.1% |
| YTD | +41.0% | +115.3% | -74.2% | -2.6% |
| 1Y | +52.0% | +154.6% | -102.5% | -2.6% |
| 3Y | +103.5% | +211.2% | -107.7% | -2.7% |
| 5Y | -22.5% | +52.7% | -75.2% | -58.6% |
| All | -22.5% | +50.0% | -72.5% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling