+2,184.5%
GRMN vs TMF
-69.2%
+2,253.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +4.7% | +1.2% | +3.5% | +4.8% |
| 30D | +3.4% | +19.7% | -16.3% | +5.3% |
| 3M | -5.0% | -2.1% | -2.9% | -5.2% |
| 6M | +18.6% | -13.4% | +32.0% | +17.1% |
| YTD | +42.5% | -16.7% | +59.2% | +40.2% |
| 1Y | +42.3% | -23.3% | +65.7% | +38.9% |
| 3Y | +158.5% | -24.8% | +183.3% | +155.5% |
| 5Y | +123.6% | -88.0% | +211.6% | +73.1% |
| 10Y | +682.5% | -84.7% | +767.2% | +580.8% |
| All | +2,184.5% | -69.2% | +2,253.7% | +2,462.2% |
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