+207.8%
VSAT vs TW
+20.8%
+187.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.9% | -6.9% |
| 7D | +3.5% | -0.5% | +4.0% | +3.5% |
| 30D | -14.7% | -0.6% | -14.1% | -14.7% |
| 3M | +13.2% | +3.4% | +9.8% | +11.1% |
| 6M | +57.4% | -18.4% | +75.8% | +62.3% |
| YTD | +110.0% | -3.9% | +113.9% | +110.1% |
| 1Y | +134.4% | -13.3% | +147.7% | +138.6% |
| All | +207.8% | +20.8% | +187.0% | +207.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling