-37.0%
TSLL vs VSAT
+10.8%
-47.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +5.0% | -16.9% | -14.3% |
| 7D | +1.9% | +11.8% | -9.9% | -4.1% |
| 30D | +17.8% | -7.0% | +24.8% | +20.8% |
| 3M | -37.0% | +3.3% | -40.3% | -40.1% |
| All | -37.0% | +10.8% | -47.8% | -40.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling