+9,146.4%
TSM vs GRMN
+6,622.3%
+2,524.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.0% |
| 3M | +3.1% | +17.7% | -14.6% | -3.7% |
| 6M | +30.2% | +14.2% | +16.0% | +23.2% |
| YTD | +45.2% | +37.0% | +8.2% | +28.3% |
| 1Y | +79.6% | +17.0% | +62.6% | +67.2% |
| 3Y | +411.0% | +183.2% | +227.8% | +237.1% |
| 5Y | +290.7% | +77.3% | +213.5% | +201.4% |
| 10Y | +1,753.6% | +630.9% | +1,122.7% | +780.6% |
| All | +9,146.4% | +6,622.3% | +2,524.1% | +1,626.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling