+25.3%
VSAT vs TW
+41.2%
-16.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.8% | -5.1% |
| 7D | +5.9% | +3.9% | +2.0% | +5.0% |
| 30D | +9.7% | +19.9% | -10.2% | +5.3% |
| 3M | -18.3% | +25.9% | -44.3% | -22.6% |
| 6M | -4.1% | +21.1% | -25.2% | -9.2% |
| YTD | +96.5% | +23.9% | +72.6% | +84.8% |
| 1Y | +89.3% | +21.2% | +68.0% | +79.1% |
| 3Y | +270.1% | +44.8% | +225.3% | +219.5% |
| All | +25.3% | +41.2% | -16.0% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling