+1,552.7%
VSAT vs TAP
+649.9%
+902.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -1.2% | +17.5% | +16.6% |
| 7D | +0.4% | -7.8% | +8.2% | +2.1% |
| 30D | +3.3% | +7.1% | -3.8% | +0.7% |
| 3M | -7.5% | -7.0% | -0.4% | -6.8% |
| 6M | +6.2% | -3.8% | +10.0% | +5.2% |
| YTD | +115.8% | -11.7% | +127.5% | +117.7% |
| 1Y | +107.7% | -10.1% | +117.8% | +108.3% |
| 3Y | +292.0% | -23.7% | +315.7% | +308.1% |
| 5Y | +35.3% | +2.9% | +32.4% | +29.6% |
| 10Y | -5.2% | -49.5% | +44.3% | +1.6% |
| All | +1,552.7% | +649.9% | +902.8% | +1,383.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling