-55.4%
TSLL vs VSAT
+112.0%
-167.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +5.0% | -16.9% | -13.3% |
| 7D | +1.9% | +11.8% | -9.9% | -1.7% |
| 30D | +17.8% | -7.0% | +24.8% | +19.8% |
| 3M | -37.0% | +3.3% | -40.3% | -38.3% |
| 6M | -37.7% | +57.4% | -95.1% | -46.4% |
| YTD | -51.4% | +118.6% | -169.9% | -62.2% |
| 1Y | -23.4% | +150.2% | -173.6% | -43.3% |
| 3Y | -30.8% | +160.7% | -191.5% | -58.0% |
| All | -55.4% | +112.0% | -167.4% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling