-19.7%
TSN vs VSAT
+45.0%
-64.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +5.9% | -0.7% |
| 7D | -7.3% | +3.5% | -10.8% | -7.5% |
| 30D | -8.6% | -14.7% | +6.1% | -8.0% |
| 3M | -7.5% | +13.2% | -20.7% | -8.6% |
| 6M | -14.1% | +57.4% | -71.5% | -16.9% |
| YTD | -9.4% | +110.0% | -119.4% | -14.1% |
| 1Y | -4.1% | +134.4% | -138.5% | -10.0% |
| 3Y | +10.3% | +203.5% | -193.2% | -1.3% |
| 5Y | -19.7% | +47.1% | -66.9% | -28.1% |
| All | -19.7% | +45.0% | -64.7% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling