+75.6%
GRMN vs TCOM
+21.5%
+54.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -1.8% | -6.5% | +4.7% | -1.0% |
| 30D | -12.1% | -16.2% | +4.1% | -10.2% |
| 3M | +18.0% | -19.3% | +37.3% | +20.9% |
| 6M | +13.7% | -27.2% | +40.9% | +17.9% |
| YTD | +35.3% | -46.2% | +81.5% | +44.8% |
| 1Y | +17.2% | -46.6% | +63.9% | +25.6% |
| 3Y | +179.6% | +8.4% | +171.2% | +172.7% |
| 5Y | +75.6% | +25.8% | +49.7% | +57.9% |
| All | +75.6% | +21.5% | +54.0% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling