+411.0%
TSM vs GRMN
+182.7%
+228.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.5% |
| 7D | +6.0% | +0.2% | +5.9% | +6.0% |
| 30D | +4.5% | -11.3% | +15.8% | +7.8% |
| 3M | +3.1% | +17.7% | -14.6% | -2.2% |
| 6M | +30.2% | +14.2% | +16.0% | +24.7% |
| YTD | +45.2% | +37.0% | +8.2% | +32.2% |
| 1Y | +79.6% | +17.0% | +62.6% | +70.1% |
| 3Y | +411.0% | +183.2% | +227.8% | +291.2% |
| All | +411.0% | +182.7% | +228.3% | +291.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling