-4.6%
VSAT vs TW
+221.1%
-225.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.7% |
| 7D | +11.8% | -2.3% | +14.1% | +12.7% |
| 30D | -7.0% | +3.9% | -11.0% | -8.5% |
| 3M | +3.3% | +5.7% | -2.4% | -0.3% |
| 6M | +57.4% | -14.5% | +72.0% | +64.7% |
| YTD | +118.6% | -0.9% | +119.4% | +114.8% |
| 1Y | +150.2% | -13.5% | +163.7% | +159.7% |
| 3Y | +160.7% | +25.0% | +135.7% | +121.5% |
| 5Y | +51.2% | +22.7% | +28.5% | +24.2% |
| All | -4.6% | +221.1% | -225.7% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling