+644.1%
GRMN vs TMF
-86.2%
+730.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.3% |
| 7D | -1.4% | -0.9% | -0.5% | -1.4% |
| 30D | -13.1% | -1.0% | -12.1% | -13.1% |
| 3M | +14.9% | -11.3% | +26.2% | +14.4% |
| 6M | +13.1% | -22.7% | +35.8% | +11.9% |
| YTD | +35.3% | -17.3% | +52.6% | +34.3% |
| 1Y | +16.0% | -22.5% | +38.5% | +14.9% |
| 3Y | +179.6% | -43.2% | +222.8% | +172.8% |
| 5Y | +75.0% | -88.3% | +163.3% | +41.5% |
| 10Y | +644.1% | -86.0% | +730.1% | +566.3% |
| All | +644.1% | -86.2% | +730.3% | +566.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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