+63.5%
TSAT vs SPY
+308.5%
-245.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.9% | -5.8% |
| 7D | +22.0% | +3.3% | +18.8% | +17.4% |
| 30D | -0.7% | -2.7% | +2.0% | +3.3% |
| 3M | -26.1% | -1.7% | -24.3% | -23.8% |
| 6M | -14.7% | +3.1% | -17.8% | -15.4% |
| YTD | +56.0% | +11.9% | +44.1% | +41.5% |
| 1Y | +77.7% | +12.0% | +65.7% | +61.8% |
| 3Y | +298.5% | +78.2% | +220.3% | +109.4% |
| 5Y | -3.8% | +73.2% | -77.0% | -46.6% |
| All | +63.5% | +308.5% | -245.0% | -60.4% |
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