+1,598.5%
TSM vs GRMN
+655.8%
+942.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.5% |
| 7D | -2.1% | +6.3% | -8.4% | -4.7% |
| 30D | -12.5% | +7.6% | -20.1% | -15.5% |
| 3M | -5.0% | -7.5% | +2.5% | -2.2% |
| 6M | -3.2% | +21.2% | -24.4% | -12.6% |
| YTD | +31.5% | +44.0% | -12.5% | +9.5% |
| 1Y | +35.7% | +44.7% | -9.0% | +12.7% |
| 3Y | +323.5% | +160.5% | +163.0% | +147.2% |
| 5Y | +263.4% | +124.6% | +138.7% | +124.3% |
| 10Y | +1,598.5% | +651.6% | +946.9% | +565.2% |
| All | +1,598.5% | +655.8% | +942.8% | +565.2% |
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