+2,107.7%
GRMN vs TMF
-68.9%
+2,176.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | 0.0% |
| 7D | -2.9% | -1.4% | -1.4% | -3.0% |
| 30D | -8.4% | -2.8% | -5.6% | -8.7% |
| 3M | +15.0% | -10.9% | +25.9% | +13.8% |
| 6M | +11.2% | -21.3% | +32.5% | +8.7% |
| YTD | +37.7% | -15.9% | +53.6% | +35.6% |
| 1Y | +18.5% | -15.7% | +34.2% | +16.8% |
| 3Y | +175.8% | -43.4% | +219.2% | +163.3% |
| 5Y | +75.1% | -87.8% | +162.9% | +36.4% |
| 10Y | +637.0% | -86.7% | +723.8% | +525.8% |
| All | +2,107.7% | -68.9% | +2,176.5% | +2,377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling