+39.1%
TSAT vs VT
+214.8%
-175.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | 0.0% |
| 7D | -12.5% | -4.2% | -8.4% | -7.1% |
| 30D | -22.0% | -5.8% | -16.2% | -14.9% |
| 3M | -27.5% | -5.2% | -22.2% | -21.3% |
| 6M | -22.2% | +0.1% | -22.3% | -19.6% |
| YTD | +27.8% | +8.2% | +19.6% | +20.5% |
| 1Y | +30.1% | +10.1% | +20.0% | +20.4% |
| 3Y | +212.5% | +69.7% | +142.9% | +67.2% |
| 5Y | -28.8% | +53.4% | -82.2% | -55.6% |
| All | +39.1% | +214.8% | -175.7% | -55.5% |
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