+185.5%
VSAT vs TMF
-69.2%
+254.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.2% | +7.9% | +7.7% |
| 7D | -17.0% | +1.2% | -18.2% | -16.8% |
| 30D | -9.8% | +19.7% | -29.5% | -7.9% |
| 3M | -22.0% | -2.1% | -19.9% | -22.0% |
| 6M | -5.0% | -13.4% | +8.5% | -6.3% |
| YTD | +85.6% | -16.7% | +102.3% | +82.1% |
| 1Y | +80.2% | -23.3% | +103.5% | +75.1% |
| 3Y | +250.0% | -24.8% | +274.8% | +244.9% |
| 5Y | -4.6% | -88.0% | +83.5% | -29.9% |
| 10Y | -7.2% | -84.7% | +77.5% | -21.9% |
| All | +185.5% | -69.2% | +254.7% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling