+43.1%
GRMN vs TXT
+9.2%
+33.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.3% | +7.8% | +6.7% |
| 7D | +6.1% | +10.6% | -4.5% | +4.5% |
| 30D | +1.3% | +14.4% | -13.1% | -0.7% |
| 3M | -5.6% | -2.7% | -2.8% | -5.3% |
| 6M | +22.2% | -4.7% | +26.9% | +22.0% |
| YTD | +44.3% | -0.5% | +44.8% | +41.8% |
| 1Y | +43.1% | +8.7% | +34.3% | +34.6% |
| All | +43.1% | +9.2% | +33.9% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling