+77.9%
TEM vs GRMN
+83.6%
-5.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.1% | -4.6% | -4.9% |
| 7D | -5.9% | -0.9% | -5.0% | -5.1% |
| 30D | +4.8% | +1.2% | +3.6% | +3.3% |
| 3M | +31.9% | -8.9% | +40.8% | +40.6% |
| 6M | +56.0% | +23.0% | +33.0% | +30.3% |
| YTD | +21.3% | +41.2% | -20.0% | -10.8% |
| 1Y | +5.4% | +47.5% | -42.1% | -25.3% |
| All | +77.9% | +83.6% | -5.7% | -10.1% |
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