+278.2%
TFC vs GRMN
+7,042.9%
-6,764.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.3% |
| 7D | +0.3% | +6.4% | -6.1% | -1.6% |
| 30D | +9.2% | +8.7% | +0.4% | +6.3% |
| 3M | -2.9% | -5.8% | +2.9% | -1.4% |
| 6M | +3.5% | +22.5% | -19.0% | -3.8% |
| YTD | +5.4% | +45.6% | -40.2% | -7.5% |
| 1Y | +17.3% | +47.5% | -30.1% | +2.5% |
| 3Y | +96.7% | +166.2% | -69.6% | +40.4% |
| 5Y | -1.1% | +124.1% | -125.2% | -26.2% |
| 10Y | +84.7% | +668.0% | -583.3% | -1.1% |
| All | +278.2% | +7,042.9% | -6,764.7% | +28.0% |
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 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