+43.1%
GRMN vs TCOM
-39.6%
+82.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.2% | +3.4% | +5.9% |
| 7D | +6.1% | +10.7% | -4.6% | +4.0% |
| 30D | +1.3% | +10.1% | -8.8% | -0.6% |
| 3M | -5.6% | -8.9% | +3.3% | -4.1% |
| 6M | +22.2% | -19.2% | +41.4% | +27.0% |
| YTD | +44.3% | -40.6% | +84.9% | +53.2% |
| 1Y | +43.1% | -39.0% | +82.1% | +51.0% |
| All | +43.1% | -39.6% | +82.7% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling