+396.5%
TTMI vs VSAT
-16.2%
+412.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.1% | -1.6% |
| 7D | +11.4% | +5.9% | +5.5% | +9.8% |
| 30D | -28.3% | +9.7% | -38.0% | -29.1% |
| 3M | -46.7% | -18.3% | -28.3% | -43.2% |
| 6M | -56.1% | -4.1% | -52.1% | -55.8% |
| YTD | +7.4% | +96.5% | -89.2% | -8.6% |
| 1Y | +17.4% | +89.3% | -71.9% | +0.9% |
| 3Y | +429.1% | +270.1% | +159.1% | +234.5% |
| 5Y | +418.8% | +26.4% | +392.4% | +311.2% |
| All | +396.5% | -16.2% | +412.7% | +266.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling