+683.8%
TEL vs GRMN
+661.3%
+22.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +3.0% | -2.9% | +5.8% | +4.1% |
| 30D | -3.9% | -8.4% | +4.5% | -0.6% |
| 3M | -5.1% | +15.0% | -20.1% | -11.3% |
| 6M | +0.6% | +11.2% | -10.6% | -4.8% |
| YTD | -7.3% | +37.7% | -45.0% | -19.7% |
| 1Y | +1.1% | +18.5% | -17.3% | -7.5% |
| 3Y | +63.7% | +175.8% | -112.1% | +2.4% |
| 5Y | +50.7% | +75.1% | -24.4% | +12.2% |
| 10Y | +290.2% | +637.0% | -346.9% | +69.0% |
| All | +683.8% | +661.3% | +22.6% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling