+115.4%
TYL vs VSAT
+0.3%
+115.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.0% | -9.0% | -4.4% |
| 7D | -3.7% | +11.8% | -15.5% | -4.6% |
| 30D | +18.7% | -7.0% | +25.8% | +19.3% |
| 3M | +18.1% | +3.3% | +14.9% | +16.4% |
| 6M | -1.1% | +57.4% | -58.6% | -7.5% |
| YTD | -19.8% | +118.6% | -138.4% | -28.1% |
| 1Y | -34.3% | +150.2% | -184.6% | -42.4% |
| 3Y | -8.2% | +160.7% | -168.9% | -25.0% |
| 5Y | -25.4% | +51.2% | -76.6% | -37.6% |
| All | +115.4% | +0.3% | +115.1% | +83.9% |
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