+75.0%
GRMN vs TXT
+13.4%
+61.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -1.4% | +0.8% | -2.2% | -1.8% |
| 30D | -13.1% | -10.4% | -2.6% | -8.8% |
| 3M | +14.9% | -14.3% | +29.3% | +22.0% |
| 6M | +13.1% | -15.1% | +28.2% | +20.2% |
| YTD | +35.3% | -8.3% | +43.6% | +37.9% |
| 1Y | +16.0% | -0.7% | +16.7% | +13.4% |
| 3Y | +179.6% | +6.0% | +173.6% | +156.6% |
| 5Y | +75.0% | +12.5% | +62.5% | +51.8% |
| All | +75.0% | +13.4% | +61.6% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling