+70.8%
TSAT vs VT
+217.6%
-146.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.5% |
| 7D | +14.4% | -0.1% | +14.6% | +14.8% |
| 30D | +0.3% | -3.1% | +3.4% | +5.3% |
| 3M | -18.7% | -3.5% | -15.2% | -13.9% |
| 6M | -15.6% | +0.5% | -16.1% | -13.2% |
| YTD | +58.5% | +10.8% | +47.7% | +44.8% |
| 1Y | +81.4% | +11.9% | +69.5% | +64.3% |
| 3Y | +304.9% | +73.0% | +231.9% | +111.0% |
| 5Y | -4.6% | +58.6% | -63.2% | -43.0% |
| 10Y | +70.8% | +219.2% | -148.4% | -47.4% |
| All | +70.8% | +217.6% | -146.8% | -47.4% |
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