+0.4%
VSAT vs TAP
-51.4%
+51.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.9% | -6.0% | -6.5% |
| 7D | +3.5% | -5.1% | +8.6% | +5.7% |
| 30D | -14.7% | -8.4% | -6.3% | -11.7% |
| 3M | +13.2% | -3.9% | +17.1% | +13.1% |
| 6M | +57.4% | -14.4% | +71.8% | +65.6% |
| YTD | +110.0% | -14.7% | +124.7% | +119.2% |
| 1Y | +134.4% | -18.7% | +153.1% | +148.8% |
| 3Y | +203.5% | -32.6% | +236.2% | +248.6% |
| 5Y | +47.1% | -1.4% | +48.5% | +36.0% |
| 10Y | +0.4% | -50.4% | +50.7% | -6.3% |
| All | +0.4% | -51.4% | +51.7% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TAP 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling