+6.4%
TSAT vs SPY
+82.0%
-75.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.0% |
| 6M | +26.8% | +13.0% | +13.8% | +11.0% |
| YTD | +54.3% | +13.5% | +40.8% | +34.4% |
| 1Y | +106.5% | +20.0% | +86.6% | +70.0% |
| 3Y | +130.7% | +77.2% | +53.5% | +13.8% |
| All | +6.4% | +82.0% | -75.7% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling