-21.0%
TSLQ vs VSAT
+85.9%
-106.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -11.2% | +17.7% | +2.0% |
| 7D | +9.8% | -14.7% | +24.5% | +3.6% |
| 30D | -6.0% | -4.3% | -1.7% | -5.2% |
| 3M | -35.0% | -22.5% | -12.5% | -38.9% |
| 6M | -24.9% | +4.7% | -29.6% | -14.9% |
| YTD | -12.7% | +93.8% | -106.5% | +18.9% |
| 1Y | -21.0% | +79.8% | -100.8% | +7.0% |
| All | -21.0% | +85.9% | -106.9% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling