-35.3%
TSLL vs VSAT
+165.9%
-201.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +5.0% | -16.9% | -13.5% |
| 7D | +1.9% | +11.8% | -9.9% | -2.0% |
| 30D | +17.8% | -7.0% | +24.8% | +20.0% |
| 3M | -37.0% | +3.3% | -40.3% | -38.5% |
| 6M | -37.7% | +57.4% | -95.1% | -47.2% |
| YTD | -51.4% | +118.6% | -169.9% | -63.2% |
| 1Y | -23.4% | +150.2% | -173.6% | -45.1% |
| All | -35.3% | +165.9% | -201.2% | -58.8% |
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