+76.5%
TNA vs GRMN
+677.8%
-601.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.2% | -4.7% |
| 7D | -7.3% | +2.4% | -9.7% | -10.4% |
| 30D | -14.2% | -8.5% | -5.7% | -3.3% |
| 3M | -4.6% | +19.5% | -24.0% | -30.8% |
| 6M | +36.9% | +21.2% | +15.7% | -1.8% |
| YTD | +42.5% | +41.0% | +1.5% | -19.7% |
| 1Y | +45.8% | +19.6% | +26.2% | +3.3% |
| 3Y | +104.7% | +183.8% | -79.1% | -69.3% |
| 5Y | -21.7% | +83.0% | -104.7% | -72.7% |
| All | +76.5% | +677.8% | -601.2% | -89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling