+168.9%
TYL vs VSAT
-9.2%
+178.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -10.0% | -2.9% |
| 7D | +6.7% | -17.0% | +23.6% | +8.0% |
| 30D | +26.5% | -9.8% | +36.3% | +26.9% |
| 3M | +37.3% | -22.0% | +59.3% | +38.9% |
| 6M | +31.2% | -5.0% | +36.1% | +28.6% |
| YTD | -7.4% | +85.6% | -92.9% | -16.3% |
| 1Y | -9.6% | +80.2% | -89.8% | -18.4% |
| 3Y | +1.9% | +250.0% | -248.1% | -21.4% |
| 5Y | -21.1% | -4.6% | -16.6% | -30.3% |
| All | +168.9% | -9.2% | +178.1% | +130.0% |
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