-97.0%
TSLQ vs VSAT
+189.7%
-286.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.0% | +7.0% | +13.3% |
| 7D | -5.8% | +11.8% | -17.6% | -2.9% |
| 30D | -22.1% | -7.0% | -15.0% | -23.3% |
| 3M | +10.1% | +3.3% | +6.8% | +16.9% |
| 6M | -6.8% | +57.4% | -64.2% | +12.4% |
| YTD | +8.5% | +118.6% | -110.0% | +44.2% |
| 1Y | -49.7% | +150.2% | -200.0% | -29.0% |
| 3Y | -95.6% | +160.7% | -256.3% | -91.6% |
| All | -97.0% | +189.7% | -286.7% | -94.0% |
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 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