+637.6%
GRMN vs TXT
+104.8%
+532.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -1.4% | +0.8% | -2.2% | -1.7% |
| 30D | -13.1% | -10.4% | -2.6% | -9.4% |
| 3M | +14.9% | -14.3% | +29.3% | +21.1% |
| 6M | +13.1% | -15.1% | +28.2% | +19.3% |
| YTD | +35.3% | -8.3% | +43.6% | +38.0% |
| 1Y | +16.0% | -0.7% | +16.7% | +14.5% |
| 3Y | +179.6% | +6.0% | +173.6% | +165.3% |
| 5Y | +75.0% | +12.5% | +62.5% | +60.1% |
| All | +637.6% | +104.8% | +532.8% | +399.9% |
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