+289.3%
VSAT vs TMF
-31.3%
+320.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.4% | -0.7% | -4.4% |
| 7D | +20.0% | -8.2% | +28.1% | +21.8% |
| 30D | +6.5% | +5.3% | +1.1% | +4.9% |
| 3M | -18.3% | -8.5% | -9.9% | -17.3% |
| 6M | +0.4% | -17.2% | +17.5% | +3.8% |
| YTD | +106.7% | -23.4% | +130.1% | +116.5% |
| 1Y | +89.9% | -30.2% | +120.1% | +101.4% |
| All | +289.3% | -31.3% | +320.6% | +290.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling