+150.2%
VSAT vs TDY
+11.8%
+138.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.6% | +4.3% |
| 7D | +11.8% | -1.8% | +13.6% | +14.9% |
| 30D | -7.0% | -10.7% | +3.6% | +10.7% |
| 3M | +3.3% | -1.3% | +4.6% | +8.4% |
| 6M | +57.4% | -10.6% | +68.0% | +87.5% |
| YTD | +118.6% | +19.6% | +99.0% | +78.3% |
| 1Y | +150.2% | +11.6% | +138.6% | +125.3% |
| All | +150.2% | +11.8% | +138.5% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling