-1.5%
TSM vs VSAT
+5.2%
-6.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.8% |
| 7D | -2.1% | -0.5% | -1.6% | -2.6% |
| 30D | -12.5% | +4.0% | -16.5% | -14.4% |
| 3M | -5.0% | -11.8% | +6.8% | -3.4% |
| All | -1.5% | +5.2% | -6.7% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling