+270.1%
VSAT vs TAP
-22.2%
+292.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.2% | -8.2% | -5.1% |
| 7D | +5.9% | +1.3% | +4.6% | +5.8% |
| 30D | +9.7% | +5.7% | +4.0% | +8.6% |
| 3M | -18.3% | -1.9% | -16.4% | -18.2% |
| 6M | -4.1% | +0.9% | -5.0% | -5.4% |
| YTD | +96.5% | -9.5% | +106.0% | +99.0% |
| 1Y | +89.3% | -9.0% | +98.2% | +90.7% |
| 3Y | +270.1% | -22.2% | +292.3% | +259.1% |
| All | +270.1% | -22.2% | +292.2% | +259.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling