+66.3%
TSAT vs VT
+224.5%
-158.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.0% |
| 7D | +4.9% | +0.4% | +4.4% | +4.2% |
| 30D | -12.4% | +1.0% | -13.4% | -13.5% |
| 3M | -18.3% | +2.4% | -20.7% | -19.1% |
| 6M | +26.8% | +12.0% | +14.8% | +13.0% |
| YTD | +54.3% | +15.3% | +39.0% | +32.5% |
| 1Y | +106.5% | +22.6% | +83.9% | +66.0% |
| 3Y | +130.7% | +74.7% | +56.1% | +18.7% |
| 5Y | +4.1% | +66.1% | -62.1% | -41.7% |
| All | +66.3% | +224.5% | -158.1% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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