+1.5%
VSAT vs TDY
+479.2%
-477.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.9% |
| 7D | -1.3% | -1.1% | -0.2% | -0.4% |
| 30D | -14.8% | -12.0% | -2.8% | -5.0% |
| 3M | +2.2% | -3.2% | +5.4% | +6.5% |
| 6M | +60.2% | -7.9% | +68.1% | +75.4% |
| YTD | +115.6% | +18.2% | +97.4% | +94.9% |
| 1Y | +132.9% | +6.7% | +126.2% | +129.1% |
| 3Y | +216.1% | +47.5% | +168.5% | +141.5% |
| 5Y | +52.9% | +39.5% | +13.4% | +20.4% |
| All | +1.5% | +479.2% | -477.8% | -67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling