+301.1%
TD vs GRMN
+646.1%
-345.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.6% | -1.8% | -0.8% | -2.0% |
| 30D | -1.0% | -12.1% | +11.1% | +3.0% |
| 3M | +5.6% | +18.0% | -12.4% | -0.7% |
| 6M | +27.1% | +13.7% | +13.4% | +20.6% |
| YTD | +29.4% | +35.3% | -5.9% | +15.5% |
| 1Y | +60.7% | +17.2% | +43.4% | +49.8% |
| 3Y | +127.6% | +179.6% | -52.0% | +41.7% |
| 5Y | +125.4% | +75.6% | +49.8% | +70.0% |
| All | +301.1% | +646.1% | -345.0% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling