+493.8%
TSAT vs VT
+345.0%
+148.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | -0.7% |
| 7D | -12.5% | -4.2% | -8.4% | -7.7% |
| 30D | -22.0% | -5.8% | -16.2% | -15.8% |
| 3M | -27.5% | -5.2% | -22.2% | -22.0% |
| 6M | -22.2% | +0.1% | -22.3% | -19.9% |
| YTD | +27.8% | +8.2% | +19.6% | +21.1% |
| 1Y | +30.1% | +10.1% | +20.0% | +21.3% |
| 3Y | +212.5% | +69.7% | +142.9% | +76.2% |
| 5Y | -28.8% | +53.4% | -82.2% | -53.4% |
| 10Y | +40.0% | +219.2% | -179.2% | -58.3% |
| All | +493.8% | +345.0% | +148.8% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling