+49.1%
GRMN vs TXT
+2.4%
+46.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.4% |
| 7D | -0.1% | -1.1% | +1.0% | +0.1% |
| 30D | +3.5% | +13.3% | -9.7% | +1.6% |
| 3M | -7.3% | -5.1% | -2.2% | -6.7% |
| 6M | +21.8% | -7.1% | +28.9% | +22.0% |
| YTD | +42.8% | -3.2% | +46.0% | +40.8% |
| All | +49.1% | +2.4% | +46.7% | +41.6% |
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