-47.2%
TSLL vs VSAT
+100.5%
-147.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.2% | +8.5% | +5.0% |
| 7D | +33.0% | +20.0% | +13.0% | +25.5% |
| 30D | +7.7% | +6.5% | +1.2% | +6.0% |
| 3M | +34.7% | -18.3% | +53.1% | +42.8% |
| 6M | -31.5% | +0.4% | -31.9% | -32.3% |
| YTD | -42.4% | +106.7% | -149.1% | -54.5% |
| 1Y | -39.7% | +89.9% | -129.6% | -51.5% |
| 3Y | +3.4% | +276.3% | -272.9% | -40.3% |
| All | -47.2% | +100.5% | -147.7% | -62.3% |
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