-36.3%
TRMB vs VSAT
+25.1%
-61.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.3% |
| 7D | +2.8% | +5.9% | -3.1% | +1.9% |
| 30D | -5.9% | +9.7% | -15.6% | -7.1% |
| 3M | -3.3% | -18.3% | +15.0% | -1.5% |
| 6M | +1.3% | -4.1% | +5.4% | -0.6% |
| YTD | -29.0% | +96.5% | -125.5% | -37.7% |
| 1Y | -27.8% | +89.3% | -117.0% | -36.5% |
| 3Y | +36.3% | +270.1% | -233.7% | -1.4% |
| All | -36.3% | +25.1% | -61.4% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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