-14.3%
VSAT vs TW
+301.3%
-315.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.8% | -5.2% |
| 7D | +5.9% | +3.9% | +2.0% | +4.5% |
| 30D | +9.7% | +19.9% | -10.2% | +2.8% |
| 3M | -18.3% | +25.9% | -44.3% | -25.1% |
| 6M | -4.1% | +21.1% | -25.2% | -12.1% |
| YTD | +96.5% | +23.9% | +72.6% | +77.8% |
| 1Y | +89.3% | +21.2% | +68.0% | +72.7% |
| 3Y | +270.1% | +44.8% | +225.3% | +200.3% |
| 5Y | +26.4% | +41.4% | -15.0% | -0.2% |
| All | -14.3% | +301.3% | -315.6% | -60.9% |
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 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