+419.8%
TXN vs VSAT
+3.3%
+416.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.8% |
| 7D | +4.0% | -1.3% | +5.3% | +4.1% |
| 30D | -2.9% | -14.8% | +12.0% | -0.5% |
| 3M | -9.1% | +2.2% | -11.3% | -10.5% |
| 6M | +36.6% | +60.2% | -23.6% | +24.2% |
| YTD | +57.5% | +115.6% | -58.2% | +35.6% |
| 1Y | +49.5% | +132.9% | -83.3% | +26.1% |
| 3Y | +76.5% | +216.1% | -139.5% | +26.8% |
| 5Y | +62.4% | +52.9% | +9.5% | +25.9% |
| All | +419.8% | +3.3% | +416.5% | +318.4% |
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