+2,306.9%
TMO vs GRMN
+6,536.9%
-4,230.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | -0.5% | -1.4% | +0.9% | -0.1% |
| 30D | +1.0% | -13.1% | +14.1% | +4.8% |
| 3M | +22.7% | +14.9% | +7.8% | +17.5% |
| 6M | +19.0% | +13.1% | +5.9% | +14.4% |
| YTD | +4.7% | +35.3% | -30.6% | -4.4% |
| 1Y | +26.0% | +16.0% | +10.0% | +19.6% |
| 3Y | +18.0% | +179.6% | -161.6% | -13.3% |
| 5Y | +8.0% | +75.0% | -67.0% | -11.1% |
| 10Y | +333.8% | +644.1% | -310.4% | +147.5% |
| All | +2,306.9% | +6,536.9% | -4,230.1% | +569.7% |
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 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