+30.0%
TXG vs VSAT
-7.1%
+37.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.2% | +3.3% |
| 7D | +9.5% | -1.3% | +10.8% | +9.7% |
| 30D | +18.8% | -14.8% | +33.6% | +23.4% |
| 3M | +136.1% | +2.2% | +133.9% | +129.8% |
| 6M | +235.2% | +60.2% | +175.1% | +183.6% |
| YTD | +320.5% | +115.6% | +204.9% | +221.6% |
| 1Y | +425.2% | +132.9% | +292.3% | +288.6% |
| 3Y | +42.9% | +216.1% | -173.2% | -17.9% |
| 5Y | -62.8% | +52.9% | -115.8% | -75.4% |
| All | +30.0% | -7.1% | +37.1% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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