-7.7%
TSN vs VSAT
+3.1%
-10.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.2% |
| 7D | +1.4% | +3.4% | -2.1% | +1.0% |
| 30D | -6.2% | -12.2% | +6.1% | -5.2% |
| 3M | -5.7% | +20.6% | -26.3% | -8.5% |
| 6M | -11.4% | +60.2% | -71.5% | -17.2% |
| YTD | -8.2% | +115.3% | -123.4% | -17.6% |
| 1Y | -2.0% | +154.6% | -156.6% | -14.5% |
| 3Y | +11.9% | +211.2% | -199.3% | -11.9% |
| 5Y | -17.8% | +52.7% | -70.4% | -31.1% |
| All | -7.7% | +3.1% | -10.8% | -23.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling