+79.8%
VSAT vs TMF
-23.9%
+103.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +2.5% | -13.7% | -12.1% |
| 7D | -14.7% | +4.0% | -18.6% | -16.0% |
| 30D | -4.3% | +19.5% | -23.8% | -12.9% |
| 3M | -22.5% | -3.5% | -18.9% | -20.5% |
| 6M | +4.7% | -10.6% | +15.2% | +12.2% |
| YTD | +93.8% | -17.1% | +110.9% | +115.8% |
| 1Y | +79.8% | -24.3% | +104.1% | +102.7% |
| All | +79.8% | -23.9% | +103.7% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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