+0.2%
VSAT vs TMF
-87.2%
+87.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.7% | +5.0% |
| 7D | +11.8% | -1.4% | +13.2% | +11.8% |
| 30D | -7.0% | -2.8% | -4.2% | -7.1% |
| 3M | +3.3% | -10.9% | +14.2% | +2.9% |
| 6M | +57.4% | -21.3% | +78.8% | +56.0% |
| YTD | +118.6% | -15.9% | +134.4% | +117.3% |
| 1Y | +150.2% | -15.7% | +166.0% | +148.9% |
| 3Y | +160.7% | -43.4% | +204.1% | +154.1% |
| 5Y | +51.2% | -87.8% | +138.9% | +17.9% |
| All | +0.2% | -87.2% | +87.4% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling