-18.4%
TSLL vs VSAT
+225.8%
-244.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.7% | +0.9% | +6.0% |
| 7D | -21.2% | -17.0% | -4.2% | -15.5% |
| 30D | -13.3% | -9.8% | -3.5% | -9.8% |
| 3M | +15.4% | -22.0% | +37.4% | +25.1% |
| 6M | -34.2% | -5.0% | -29.3% | -33.7% |
| YTD | -52.9% | +85.6% | -138.5% | -62.5% |
| 1Y | -54.3% | +80.2% | -134.5% | -63.6% |
| 3Y | -18.4% | +250.0% | -268.4% | -52.4% |
| All | -18.4% | +225.8% | -244.2% | -52.4% |
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