+119.3%
GRMN vs TXT
+9.4%
+109.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.8% |
| 7D | -0.1% | -1.1% | +1.0% | +0.4% |
| 30D | +3.5% | +13.3% | -9.7% | -2.3% |
| 3M | -7.3% | -5.1% | -2.2% | -5.6% |
| 6M | +21.8% | -7.1% | +28.9% | +24.1% |
| YTD | +42.8% | -3.2% | +46.0% | +41.5% |
| 1Y | +46.5% | +2.3% | +44.2% | +41.1% |
| 3Y | +158.3% | +11.1% | +147.2% | +130.9% |
| All | +119.3% | +9.4% | +109.8% | +90.6% |
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 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