+56.5%
TEL vs GRMN
+81.6%
-25.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.7% | +1.9% |
| 7D | +1.6% | +2.4% | -0.8% | +0.6% |
| 30D | -0.7% | -8.5% | +7.8% | +2.9% |
| 3M | +2.4% | +19.5% | -17.0% | -6.0% |
| 6M | +4.1% | +21.2% | -17.1% | -5.0% |
| YTD | -5.8% | +41.0% | -46.9% | -20.0% |
| 1Y | +0.9% | +19.6% | -18.7% | -8.5% |
| 3Y | +72.6% | +183.8% | -111.2% | -6.1% |
| All | +56.5% | +81.6% | -25.1% | -2.8% |
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