+180.8%
TYL vs VSAT
-4.9%
+185.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.8% |
| 7D | +4.3% | -0.5% | +4.8% | +4.1% |
| 30D | +28.0% | +4.0% | +24.0% | +26.9% |
| 3M | +32.3% | -11.8% | +44.1% | +32.6% |
| 6M | +29.9% | +6.9% | +23.0% | +26.3% |
| YTD | -7.1% | +117.2% | -124.4% | -17.2% |
| 1Y | -9.2% | +102.4% | -111.7% | -18.8% |
| 3Y | +0.7% | +295.5% | -294.7% | -22.9% |
| 5Y | -21.1% | +37.0% | -58.1% | -32.9% |
| 10Y | +180.8% | -6.0% | +186.8% | +133.4% |
| All | +180.8% | -4.9% | +185.7% | +133.4% |
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