+530.1%
TSAT vs VT
+363.9%
+166.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -4.2% |
| 7D | -13.4% | -0.3% | -13.1% | -13.0% |
| 30D | -14.5% | -1.4% | -13.1% | -12.8% |
| 3M | -27.9% | -1.4% | -26.5% | -26.3% |
| 6M | -18.8% | +5.5% | -24.3% | -21.7% |
| YTD | +35.6% | +12.8% | +22.8% | +22.0% |
| 1Y | +48.4% | +15.4% | +33.0% | +30.5% |
| 3Y | +231.6% | +76.9% | +154.7% | +77.5% |
| 5Y | -28.5% | +60.4% | -88.9% | -55.7% |
| 10Y | +48.6% | +232.8% | -184.2% | -58.0% |
| All | +530.1% | +363.9% | +166.2% | +25.0% |
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