+121.6%
TDG vs GRMN
+74.2%
+47.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.7% | -1.8% | -0.9% | -2.1% |
| 30D | -9.3% | -12.1% | +2.8% | -5.8% |
| 3M | -7.1% | +18.0% | -25.0% | -12.5% |
| 6M | -11.2% | +13.7% | -24.9% | -15.4% |
| YTD | -15.3% | +35.3% | -50.6% | -24.0% |
| 1Y | -12.5% | +17.2% | -29.7% | -18.1% |
| 3Y | +51.2% | +179.6% | -128.4% | -8.0% |
| All | +121.6% | +74.2% | +47.4% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling