+2,234.4%
GRMN vs TMF
-69.2%
+2,303.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +6.4% | +0.6% | +5.8% | +6.4% |
| 30D | +8.7% | +16.3% | -7.6% | +10.4% |
| 3M | -5.8% | -2.7% | -3.1% | -6.0% |
| 6M | +22.5% | -13.2% | +35.7% | +21.0% |
| YTD | +45.6% | -16.7% | +62.3% | +43.3% |
| 1Y | +47.5% | -22.7% | +70.2% | +44.0% |
| 3Y | +166.2% | -26.1% | +192.3% | +162.5% |
| 5Y | +124.1% | -88.4% | +212.5% | +72.5% |
| 10Y | +668.0% | -81.8% | +749.9% | +586.8% |
| All | +2,234.4% | -69.2% | +2,303.5% | +2,518.2% |
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