-5.5%
TOST vs VSAT
+83.0%
-88.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.4% | +3.5% |
| 7D | 0.0% | +5.9% | -5.9% | 0.0% |
| 30D | +16.2% | +9.7% | +6.5% | +15.8% |
| 3M | -1.5% | -18.3% | +16.8% | -1.3% |
| 6M | +55.3% | -4.1% | +59.4% | +53.1% |
| YTD | -2.3% | +96.5% | -98.9% | -7.6% |
| 1Y | -5.5% | +89.3% | -94.8% | -10.6% |
| All | -5.5% | +83.0% | -88.6% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling