+288.1%
TFC vs GRMN
+6,655.2%
-6,367.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +2.4% | -2.9% | +5.3% | +3.3% |
| 30D | -1.3% | -8.4% | +7.1% | +1.3% |
| 3M | +6.1% | +15.0% | -8.9% | +0.8% |
| 6M | +7.3% | +11.2% | -3.9% | +2.9% |
| YTD | +8.2% | +37.7% | -29.5% | -3.2% |
| 1Y | +14.4% | +18.5% | -4.0% | +6.8% |
| 3Y | +93.7% | +175.8% | -82.1% | +37.0% |
| 5Y | +16.4% | +75.1% | -58.7% | -6.5% |
| 10Y | +101.6% | +637.0% | -535.5% | +9.6% |
| All | +288.1% | +6,655.2% | -6,367.1% | +33.9% |
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