+295.2%
TEL vs GRMN
+646.1%
-350.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | -1.8% | -0.5% | -1.4% |
| 30D | -6.1% | -12.1% | +6.0% | 0.0% |
| 3M | +1.7% | +18.0% | -16.3% | -7.9% |
| 6M | +1.6% | +13.7% | -12.1% | -6.2% |
| YTD | -9.1% | +35.3% | -44.4% | -23.7% |
| 1Y | -1.7% | +17.2% | -18.9% | -11.9% |
| 3Y | +67.3% | +179.6% | -112.3% | -14.6% |
| 5Y | +52.1% | +75.6% | -23.5% | +0.9% |
| All | +295.2% | +646.1% | -350.9% | +22.6% |
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 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