+669.0%
GRMN vs TCOM
-9.8%
+678.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.1% |
| 7D | +2.4% | -4.9% | +7.3% | +3.2% |
| 30D | -8.5% | -14.4% | +5.9% | -6.4% |
| 3M | +19.5% | -17.7% | +37.1% | +22.7% |
| 6M | +21.2% | -25.1% | +46.3% | +26.1% |
| YTD | +41.0% | -45.7% | +86.8% | +53.2% |
| 1Y | +19.6% | -47.9% | +67.4% | +30.6% |
| 3Y | +183.8% | +8.9% | +174.8% | +171.8% |
| 5Y | +83.0% | +26.9% | +56.2% | +63.9% |
| All | +669.0% | -9.8% | +678.8% | +575.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling