+70.8%
TSAT vs SPY
+304.1%
-233.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.3% |
| 7D | +14.4% | -0.6% | +15.0% | +15.5% |
| 30D | +0.3% | -3.7% | +4.0% | +5.7% |
| 3M | -18.7% | -2.7% | -16.0% | -15.2% |
| 6M | -15.6% | +2.2% | -17.8% | -15.5% |
| YTD | +58.5% | +10.8% | +47.7% | +45.5% |
| 1Y | +81.4% | +11.2% | +70.1% | +66.5% |
| 3Y | +304.9% | +76.5% | +228.4% | +115.3% |
| 5Y | -4.6% | +72.9% | -77.6% | -47.0% |
| 10Y | +70.8% | +304.8% | -234.0% | -57.6% |
| All | +70.8% | +304.1% | -233.3% | -57.6% |
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