+5,370.7%
GRMN vs TDY
+2,775.2%
+2,595.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.8% |
| 7D | +2.4% | -1.1% | +3.6% | +2.8% |
| 30D | -8.5% | -12.0% | +3.6% | -4.4% |
| 3M | +19.5% | -3.2% | +22.7% | +20.4% |
| 6M | +21.2% | -7.9% | +29.1% | +24.1% |
| YTD | +41.0% | +18.2% | +22.8% | +32.6% |
| 1Y | +19.6% | +6.7% | +12.9% | +16.4% |
| 3Y | +183.8% | +47.5% | +136.2% | +147.0% |
| 5Y | +83.0% | +39.5% | +43.5% | +61.7% |
| 10Y | +675.8% | +477.2% | +198.6% | +331.0% |
| All | +5,370.7% | +2,775.2% | +2,595.5% | +2,001.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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