-46.4%
TOST vs VSAT
+34.9%
-81.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -1.0% |
| 7D | -4.7% | +20.0% | -24.6% | -7.4% |
| 30D | +8.5% | +6.5% | +2.0% | +6.5% |
| 3M | -1.6% | -18.3% | +16.7% | +0.1% |
| 6M | +44.1% | +0.4% | +43.8% | +39.0% |
| YTD | -5.6% | +106.7% | -112.3% | -21.5% |
| 1Y | -12.6% | +89.9% | -102.4% | -26.6% |
| 3Y | +137.6% | +276.3% | -138.8% | +53.2% |
| 5Y | -30.4% | +32.9% | -63.3% | -43.4% |
| All | -46.4% | +34.9% | -81.3% | -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 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