+187.8%
TYL vs VSAT
-16.2%
+204.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.1% | +0.5% |
| 7D | +0.8% | +5.9% | -5.1% | +0.3% |
| 30D | +21.1% | +9.7% | +11.4% | +19.5% |
| 3M | +28.9% | -18.3% | +47.2% | +29.9% |
| 6M | +42.0% | -4.1% | +46.1% | +39.2% |
| YTD | -6.6% | +96.5% | -103.1% | -16.1% |
| 1Y | -9.1% | +89.3% | -98.3% | -18.3% |
| 3Y | +1.8% | +270.1% | -268.2% | -21.9% |
| 5Y | -22.9% | +26.4% | -49.3% | -34.2% |
| All | +187.8% | -16.2% | +204.0% | +141.7% |
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