-1.0%
TSAT vs SPY
+72.1%
-73.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.3% |
| 7D | +8.4% | +2.6% | +5.8% | +4.6% |
| 30D | +2.4% | -2.0% | +4.4% | +6.0% |
| 3M | -13.9% | -2.8% | -11.1% | -9.5% |
| 6M | -15.5% | +2.1% | -17.7% | -15.4% |
| YTD | +55.6% | +11.5% | +44.1% | +40.4% |
| 1Y | +81.2% | +13.5% | +67.8% | +60.7% |
| 3Y | +302.2% | +77.7% | +224.5% | +99.6% |
| All | -1.0% | +72.1% | -73.1% | -48.4% |
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 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