-97.1%
TSLQ vs VSAT
+185.3%
-282.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +3.0% |
| 7D | +5.7% | +3.4% | +2.3% | +6.6% |
| 30D | -21.1% | -12.2% | -8.9% | -23.4% |
| 3M | -11.5% | +20.6% | -32.1% | -2.5% |
| 6M | -14.9% | +60.2% | -75.1% | +3.0% |
| YTD | +2.4% | +115.3% | -112.8% | +35.7% |
| 1Y | -49.8% | +154.6% | -204.3% | -28.7% |
| 3Y | -95.8% | +211.2% | -307.0% | -91.8% |
| All | -97.1% | +185.3% | -282.5% | -94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling