-23.0%
TNA vs GRMN
+80.9%
-104.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.8% | -3.2% |
| 7D | -7.3% | +2.0% | -9.3% | -9.4% |
| 30D | -14.2% | -8.8% | -5.4% | -4.8% |
| 3M | -4.6% | +19.0% | -23.6% | -25.9% |
| 6M | +36.9% | +20.7% | +16.2% | +5.5% |
| YTD | +42.5% | +40.5% | +2.0% | -10.1% |
| 1Y | +45.8% | +19.1% | +26.6% | +12.0% |
| 3Y | +104.7% | +182.7% | -78.0% | -60.0% |
| All | -23.0% | +80.9% | -104.0% | -77.0% |
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 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