+481.8%
VSAT vs TDY
+6,954.6%
-6,472.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.3% | -6.2% |
| 7D | +3.5% | -1.8% | +5.3% | +4.4% |
| 30D | -14.7% | -13.8% | -0.9% | -8.5% |
| 3M | +13.2% | -3.9% | +17.0% | +16.5% |
| 6M | +57.4% | -9.0% | +66.4% | +67.0% |
| YTD | +110.0% | +16.5% | +93.4% | +100.1% |
| 1Y | +134.4% | +9.3% | +125.1% | +131.1% |
| 3Y | +203.5% | +45.1% | +158.4% | +165.0% |
| 5Y | +47.1% | +35.0% | +12.2% | +33.0% |
| 10Y | +0.4% | +469.0% | -468.6% | -48.1% |
| All | +481.8% | +6,954.6% | -6,472.8% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling