+124.4%
TSAT vs SPY
+77.4%
+47.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.5% |
| 7D | +4.9% | +0.1% | +4.7% | +4.7% |
| 30D | -12.4% | +0.1% | -12.5% | -12.5% |
| 3M | -18.3% | +2.0% | -20.3% | -19.2% |
| 6M | +26.8% | +13.0% | +13.8% | +11.1% |
| YTD | +54.3% | +13.5% | +40.8% | +34.7% |
| 1Y | +106.5% | +20.0% | +86.6% | +72.2% |
| All | +124.4% | +77.4% | +47.0% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling