+10.6%
TMO vs GRMN
+81.6%
-71.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | -0.3% |
| 7D | -0.6% | +2.4% | -3.1% | -1.5% |
| 30D | +1.1% | -8.5% | +9.6% | +4.1% |
| 3M | +28.3% | +19.5% | +8.9% | +19.7% |
| 6M | +23.3% | +21.2% | +2.1% | +14.2% |
| YTD | +5.5% | +41.0% | -35.6% | -8.0% |
| 1Y | +24.5% | +19.6% | +5.0% | +14.9% |
| 3Y | +19.6% | +183.8% | -164.2% | -26.7% |
| All | +10.6% | +81.6% | -71.0% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling