+234.9%
TPR vs VSAT
+25.1%
+209.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.8% | +0.5% |
| 7D | -0.3% | +5.9% | -6.2% | -1.2% |
| 30D | +15.1% | +9.7% | +5.4% | +12.6% |
| 3M | +3.5% | -18.3% | +21.8% | +5.1% |
| 6M | +0.4% | -4.1% | +4.5% | -1.8% |
| YTD | +4.6% | +96.5% | -91.9% | -9.3% |
| 1Y | +33.1% | +89.3% | -56.2% | +15.6% |
| 3Y | +396.0% | +270.1% | +125.9% | +252.9% |
| All | +234.9% | +25.1% | +209.8% | +175.1% |
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