+1,815.4%
TSM vs GRMN
+628.0%
+1,187.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.3% |
| 7D | +4.8% | -1.4% | +6.2% | +5.4% |
| 30D | +4.0% | -13.1% | +17.1% | +10.4% |
| 3M | +2.0% | +14.9% | -13.0% | -5.5% |
| 6M | +25.5% | +13.1% | +12.4% | +17.3% |
| YTD | +44.0% | +35.3% | +8.7% | +23.6% |
| 1Y | +75.4% | +16.0% | +59.4% | +60.6% |
| 3Y | +406.7% | +179.6% | +227.1% | +182.5% |
| 5Y | +285.0% | +75.0% | +210.0% | +168.3% |
| 10Y | +1,815.4% | +644.1% | +1,171.3% | +604.2% |
| All | +1,815.4% | +628.0% | +1,187.4% | +604.2% |
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