+605.7%
GRMN vs TXT
+90.9%
+514.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.9% |
| 7D | -0.1% | -1.1% | +1.0% | +0.3% |
| 30D | +3.5% | +13.3% | -9.7% | -1.5% |
| 3M | -7.3% | -5.1% | -2.2% | -5.9% |
| 6M | +21.8% | -7.1% | +28.9% | +23.8% |
| YTD | +42.8% | -3.2% | +46.0% | +42.1% |
| 1Y | +46.5% | +2.3% | +44.2% | +42.5% |
| 3Y | +158.3% | +11.1% | +147.2% | +140.0% |
| 5Y | +122.6% | +10.0% | +112.6% | +104.5% |
| All | +605.7% | +90.9% | +514.8% | +405.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling