+24.5%
TMO vs GRMN
+21.5%
+3.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +0.2% |
| 7D | -0.6% | +2.4% | -3.1% | -1.2% |
| 30D | +1.1% | -8.5% | +9.6% | +2.9% |
| 3M | +28.3% | +19.5% | +8.9% | +22.4% |
| 6M | +23.3% | +21.2% | +2.1% | +17.5% |
| YTD | +5.5% | +41.0% | -35.6% | -3.9% |
| 1Y | +24.5% | +19.6% | +5.0% | +13.1% |
| All | +24.5% | +21.5% | +3.1% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling