-48.9%
TSLL vs VSAT
+111.4%
-160.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.4% | +5.7% |
| 7D | +0.5% | +12.5% | -12.0% | -2.5% |
| 30D | +2.7% | +11.0% | -8.4% | -0.1% |
| 3M | +26.3% | -11.1% | +37.4% | +30.4% |
| 6M | -37.2% | +2.8% | -40.0% | -38.4% |
| YTD | -44.2% | +118.0% | -162.2% | -56.6% |
| 1Y | -44.0% | +97.1% | -141.1% | -55.5% |
| 3Y | 0.0% | +296.8% | -296.8% | -43.1% |
| All | -48.9% | +111.4% | -160.3% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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