+183.8%
GRMN vs TCOM
+8.0%
+175.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.1% |
| 7D | +2.4% | -4.9% | +7.3% | +3.1% |
| 30D | -8.5% | -14.4% | +5.9% | -6.6% |
| 3M | +19.5% | -17.7% | +37.1% | +22.4% |
| 6M | +21.2% | -25.1% | +46.3% | +25.7% |
| YTD | +41.0% | -45.7% | +86.8% | +51.6% |
| 1Y | +19.6% | -47.9% | +67.4% | +29.1% |
| 3Y | +183.8% | +8.9% | +174.8% | +193.4% |
| All | +183.8% | +8.0% | +175.8% | +193.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling