+579.8%
VSAT vs TKO
+1,439.7%
-860.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.0% | -1.8% | +2.0% |
| 7D | +17.3% | +7.2% | +10.1% | +15.4% |
| 30D | -3.3% | +4.7% | -8.0% | -4.4% |
| 3M | +18.7% | -3.2% | +22.0% | +19.2% |
| 6M | +77.6% | -2.9% | +80.4% | +78.0% |
| YTD | +125.6% | -5.8% | +131.4% | +126.7% |
| 1Y | +158.3% | -1.1% | +159.4% | +156.8% |
| 3Y | +226.1% | +111.1% | +115.0% | +167.2% |
| 5Y | +54.7% | +315.6% | -260.9% | +7.7% |
| 10Y | +3.5% | +978.5% | -974.9% | -46.2% |
| All | +579.8% | +1,439.7% | -860.0% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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