+209.4%
VSAT vs TXT
+4.5%
+205.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.4% |
| 7D | +11.8% | -4.8% | +16.6% | +16.6% |
| 30D | -7.0% | -10.6% | +3.6% | +2.4% |
| 3M | +3.3% | -13.2% | +16.5% | +16.4% |
| 6M | +57.4% | -20.3% | +77.8% | +91.6% |
| YTD | +118.6% | -9.3% | +127.8% | +134.0% |
| 1Y | +150.2% | -2.7% | +152.9% | +152.1% |
| All | +209.4% | +4.5% | +205.0% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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