+96.7%
TFC vs GRMN
+182.7%
-86.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +2.2% | +0.2% | +2.1% | +2.2% |
| 30D | -2.5% | -11.3% | +8.8% | +1.1% |
| 3M | +4.5% | +17.7% | -13.2% | -1.7% |
| 6M | +11.0% | +14.2% | -3.2% | +5.3% |
| YTD | +5.9% | +37.0% | -31.1% | -6.0% |
| 1Y | +14.6% | +17.0% | -2.4% | +7.0% |
| 3Y | +96.7% | +183.2% | -86.5% | +41.0% |
| All | +96.7% | +182.7% | -86.0% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling