+253.6%
VSAT vs TCOM
+2,868.4%
-2,614.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.1% |
| 7D | +5.9% | -1.8% | +7.7% | +6.3% |
| 30D | +9.7% | +12.1% | -2.4% | +6.6% |
| 3M | -18.3% | -3.2% | -15.1% | -18.1% |
| 6M | -4.1% | -16.6% | +12.6% | -1.2% |
| YTD | +96.5% | -39.4% | +135.9% | +116.0% |
| 1Y | +89.3% | -41.5% | +130.8% | +109.9% |
| 3Y | +270.1% | +24.4% | +245.7% | +241.1% |
| 5Y | +26.4% | +41.6% | -15.2% | +7.0% |
| 10Y | -16.5% | +6.5% | -23.1% | -29.2% |
| All | +253.6% | +2,868.4% | -2,614.8% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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