-27.7%
TOST vs VSAT
+25.1%
-52.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.4% | +4.2% |
| 7D | 0.0% | +5.9% | -5.9% | -1.0% |
| 30D | +16.2% | +9.7% | +6.5% | +13.5% |
| 3M | -1.5% | -18.3% | +16.8% | +0.1% |
| 6M | +55.3% | -4.1% | +59.4% | +50.7% |
| YTD | -2.3% | +96.5% | -98.9% | -18.2% |
| 1Y | -5.5% | +89.3% | -94.8% | -20.8% |
| 3Y | +151.1% | +270.1% | -118.9% | +61.1% |
| All | -27.7% | +25.1% | -52.8% | -27.6% |
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