+89.3%
VSAT vs TW
+21.1%
+68.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.8% | -4.9% |
| 7D | +5.9% | +3.9% | +2.0% | +6.3% |
| 30D | +9.7% | +19.9% | -10.2% | +11.2% |
| 3M | -18.3% | +25.9% | -44.3% | -17.0% |
| 6M | -4.1% | +21.1% | -25.2% | -3.4% |
| YTD | +96.5% | +23.9% | +72.6% | +113.6% |
| 1Y | +89.3% | +21.2% | +68.0% | +105.2% |
| All | +89.3% | +21.1% | +68.2% | +105.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling