-3.3%
TSLL vs VSAT
+280.2%
-283.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +16.3% | -5.4% | +5.1% |
| 7D | -14.3% | +0.4% | -14.7% | -13.9% |
| 30D | -6.2% | +3.3% | -9.4% | -6.9% |
| 3M | +21.2% | -7.5% | +28.7% | +23.8% |
| 6M | -36.6% | +6.2% | -42.8% | -38.7% |
| YTD | -47.8% | +115.8% | -163.6% | -60.8% |
| 1Y | -45.2% | +107.7% | -152.9% | -58.7% |
| 3Y | -3.3% | +292.0% | -295.3% | -48.5% |
| All | -3.3% | +280.2% | -283.5% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling