+56.3%
TSAT vs SPY
+312.9%
-256.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.3% | +12.1% | +12.0% |
| 7D | +4.2% | -2.7% | +6.9% | +8.0% |
| 30D | -10.6% | -5.4% | -5.2% | -3.7% |
| 3M | -22.7% | -4.1% | -18.6% | -18.0% |
| 6M | -14.9% | +0.7% | -15.6% | -13.3% |
| YTD | +43.6% | +8.7% | +34.9% | +35.0% |
| 1Y | +55.6% | +10.9% | +44.7% | +43.3% |
| 3Y | +279.9% | +75.0% | +204.9% | +104.1% |
| 5Y | -20.0% | +67.8% | -87.8% | -53.9% |
| All | +56.3% | +312.9% | -256.6% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling