+7.8%
VSAT vs TAP
-50.9%
+58.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.1% | +7.3% | +5.0% |
| 7D | +17.3% | -2.3% | +19.6% | +18.4% |
| 30D | -3.3% | -9.4% | +6.1% | +0.5% |
| 3M | +18.7% | -0.8% | +19.5% | +16.8% |
| 6M | +77.6% | -14.7% | +92.3% | +87.1% |
| YTD | +125.6% | -13.9% | +139.6% | +134.5% |
| 1Y | +158.3% | -18.6% | +176.9% | +174.1% |
| 3Y | +226.1% | -32.0% | +258.1% | +273.0% |
| 5Y | +54.7% | -1.0% | +55.7% | +42.8% |
| All | +7.8% | -50.9% | +58.7% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling