+47.1%
VSAT vs TW
+20.0%
+27.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.9% | -6.9% |
| 7D | +3.5% | -0.5% | +4.0% | +3.6% |
| 30D | -14.7% | -0.6% | -14.1% | -14.7% |
| 3M | +13.2% | +3.4% | +9.8% | +10.7% |
| 6M | +57.4% | -18.4% | +75.8% | +64.9% |
| YTD | +110.0% | -3.9% | +113.9% | +109.2% |
| 1Y | +134.4% | -13.3% | +147.7% | +140.9% |
| 3Y | +203.5% | +20.8% | +182.7% | +169.4% |
| 5Y | +47.1% | +20.3% | +26.9% | +16.9% |
| All | +47.1% | +20.0% | +27.1% | +16.9% |
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