+19.6%
GRMN vs TXT
0.0%
+19.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.8% |
| 7D | +2.4% | +2.5% | 0.0% | +2.0% |
| 30D | -8.5% | -8.9% | +0.4% | -7.1% |
| 3M | +19.5% | -13.6% | +33.0% | +22.2% |
| 6M | +21.2% | -13.1% | +34.3% | +23.1% |
| YTD | +41.0% | -7.0% | +48.1% | +39.9% |
| 1Y | +19.6% | -1.4% | +21.0% | +16.0% |
| All | +19.6% | 0.0% | +19.6% | +16.0% |
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