+2,220.8%
TRMB vs VSAT
+1,485.7%
+735.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.1% | -2.2% |
| 7D | -2.5% | +11.8% | -14.3% | -5.1% |
| 30D | +1.5% | -7.0% | +8.6% | +2.8% |
| 3M | +6.8% | +3.3% | +3.5% | +2.6% |
| 6M | -14.9% | +57.4% | -72.4% | -27.8% |
| YTD | -24.1% | +118.6% | -142.7% | -41.4% |
| 1Y | -25.4% | +150.2% | -175.6% | -45.2% |
| 3Y | +8.0% | +160.7% | -152.7% | -35.3% |
| 5Y | -37.3% | +51.2% | -88.5% | -60.2% |
| 10Y | +116.8% | -0.7% | +117.5% | +44.0% |
| All | +2,220.8% | +1,485.7% | +735.1% | +600.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling