+1,573.8%
VSAT vs TAP
+662.1%
+911.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | +11.8% | -2.3% | +14.1% | +12.5% |
| 30D | -7.0% | -2.1% | -4.9% | -6.7% |
| 3M | +3.3% | +6.6% | -3.3% | +0.5% |
| 6M | +57.4% | -11.5% | +68.9% | +61.0% |
| YTD | +118.6% | -10.3% | +128.8% | +121.7% |
| 1Y | +150.2% | -14.4% | +164.6% | +156.1% |
| 3Y | +160.7% | -28.3% | +189.0% | +178.7% |
| 5Y | +51.2% | +1.7% | +49.5% | +46.7% |
| 10Y | -0.7% | -49.2% | +48.6% | +7.2% |
| All | +1,573.8% | +662.1% | +911.7% | +1,411.2% |
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