+11,954.4%
TSM vs VSAT
+462.2%
+11,492.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.7% | -1.4% | +4.6% |
| 7D | -7.6% | -17.0% | +9.4% | -3.6% |
| 30D | -20.5% | -9.8% | -10.7% | -18.9% |
| 3M | -10.0% | -22.0% | +12.0% | -5.5% |
| 6M | -10.1% | -5.0% | -5.1% | -11.3% |
| YTD | +24.5% | +85.6% | -61.1% | +3.5% |
| 1Y | +31.2% | +80.2% | -49.0% | +9.1% |
| 3Y | +322.0% | +250.0% | +72.0% | +152.9% |
| 5Y | +245.3% | -4.6% | +249.8% | +158.5% |
| 10Y | +1,465.8% | -7.2% | +1,473.1% | +973.9% |
| All | +11,954.4% | +462.2% | +11,492.2% | +4,705.2% |
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