-45.7%
TOST vs VSAT
+42.7%
-88.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -5.0% | -0.7% |
| 7D | -3.4% | +11.8% | -15.2% | -5.1% |
| 30D | -2.4% | -7.0% | +4.6% | -1.6% |
| 3M | +34.6% | +3.3% | +31.3% | +31.5% |
| 6M | +15.2% | +57.4% | -42.2% | +3.2% |
| YTD | -4.4% | +118.6% | -123.0% | -20.2% |
| 1Y | -17.4% | +150.2% | -167.6% | -33.4% |
| 3Y | +54.5% | +160.7% | -106.3% | +13.5% |
| All | -45.7% | +42.7% | -88.3% | -58.0% |
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