-6.1%
VSAT vs TW
+209.8%
-215.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | +3.4% | -2.7% | +6.2% | +4.4% |
| 30D | -12.2% | -1.7% | -10.5% | -11.9% |
| 3M | +20.6% | +1.6% | +19.0% | +18.2% |
| 6M | +60.2% | -17.7% | +77.9% | +69.7% |
| YTD | +115.3% | -4.3% | +119.6% | +114.1% |
| 1Y | +154.6% | -13.1% | +167.7% | +163.1% |
| 3Y | +211.2% | +20.3% | +190.9% | +167.9% |
| 5Y | +52.7% | +22.0% | +30.7% | +25.2% |
| All | -6.1% | +209.8% | -215.9% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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