+79.0%
TFC vs GRMN
+665.4%
-586.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.9% |
| 7D | -1.2% | +1.7% | -2.9% | -2.0% |
| 30D | +7.8% | +10.2% | -2.4% | +2.5% |
| 3M | -3.0% | -4.7% | +1.7% | -1.1% |
| 6M | +5.8% | +22.3% | -16.5% | -6.3% |
| YTD | +5.3% | +46.7% | -41.4% | -16.2% |
| 1Y | +15.7% | +49.6% | -34.0% | -8.9% |
| 3Y | +94.8% | +165.3% | -70.5% | +3.0% |
| 5Y | 0.0% | +130.3% | -130.3% | -43.4% |
| 10Y | +79.0% | +658.0% | -579.0% | -43.0% |
| All | +79.0% | +665.4% | -586.3% | -43.0% |
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