-40.6%
TOST vs VSAT
-0.1%
-40.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.7% | -9.1% | -2.5% |
| 7D | +9.4% | -17.0% | +26.4% | +12.0% |
| 30D | +13.5% | -9.8% | +23.3% | +14.3% |
| 3M | -0.1% | -22.0% | +21.9% | +2.3% |
| 6M | +22.5% | -5.0% | +27.4% | +18.9% |
| YTD | -2.4% | +85.6% | -87.9% | -17.4% |
| 1Y | -4.7% | +80.2% | -84.9% | -19.4% |
| 3Y | +103.2% | +250.0% | -146.8% | +31.1% |
| All | -40.6% | -0.1% | -40.5% | -39.4% |
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