+287.4%
TSN vs VSAT
+1,485.7%
-1,198.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.2% |
| 7D | -6.3% | +11.8% | -18.1% | -7.4% |
| 30D | -10.8% | -7.0% | -3.8% | -10.3% |
| 3M | -8.8% | +3.3% | -12.0% | -10.2% |
| 6M | -16.8% | +57.4% | -74.3% | -22.4% |
| YTD | -10.0% | +118.6% | -128.6% | -19.6% |
| 1Y | -5.3% | +150.2% | -155.5% | -17.4% |
| 3Y | +8.5% | +160.7% | -152.2% | -13.2% |
| 5Y | -22.9% | +51.2% | -74.1% | -36.9% |
| 10Y | -12.6% | -0.7% | -12.0% | -27.6% |
| All | +287.4% | +1,485.7% | -1,198.2% | +103.6% |
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