+1,573.8%
VSAT vs TXT
+362.1%
+1,211.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.2% |
| 7D | +11.8% | -4.8% | +16.6% | +14.0% |
| 30D | -7.0% | -10.6% | +3.6% | -2.9% |
| 3M | +3.3% | -13.2% | +16.5% | +9.3% |
| 6M | +57.4% | -20.3% | +77.8% | +72.8% |
| YTD | +118.6% | -9.3% | +127.8% | +127.2% |
| 1Y | +150.2% | -2.7% | +152.9% | +153.7% |
| 3Y | +160.7% | +1.4% | +159.3% | +162.4% |
| 5Y | +51.2% | +9.6% | +41.6% | +47.7% |
| 10Y | -0.7% | +94.9% | -95.6% | -23.9% |
| All | +1,573.8% | +362.1% | +1,211.7% | +783.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling