+5,438.6%
GRMN vs TXT
+365.6%
+5,073.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.0% |
| 7D | -0.1% | -1.1% | +1.0% | +0.3% |
| 30D | +3.5% | +13.3% | -9.7% | -0.7% |
| 3M | -7.3% | -5.1% | -2.2% | -6.1% |
| 6M | +21.8% | -7.1% | +28.9% | +23.5% |
| YTD | +42.8% | -3.2% | +46.0% | +42.4% |
| 1Y | +46.5% | +2.3% | +44.2% | +43.5% |
| 3Y | +158.3% | +11.1% | +147.2% | +144.5% |
| 5Y | +122.6% | +10.0% | +112.6% | +109.5% |
| 10Y | +638.0% | +91.1% | +546.9% | +447.3% |
| All | +5,438.6% | +365.6% | +5,073.0% | +2,565.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling