-6.8%
TSN vs GRMN
+677.8%
-684.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.3% | 0.0% |
| 7D | +3.0% | +2.4% | +0.6% | +2.5% |
| 30D | -4.2% | -8.5% | +4.3% | -2.3% |
| 3M | -3.9% | +19.5% | -23.4% | -8.2% |
| 6M | -9.8% | +21.2% | -31.0% | -14.5% |
| YTD | -7.3% | +41.0% | -48.3% | -15.6% |
| 1Y | -2.2% | +19.6% | -21.8% | -7.5% |
| 3Y | +11.9% | +183.8% | -171.9% | -21.5% |
| 5Y | -16.9% | +83.0% | -100.0% | -33.9% |
| All | -6.8% | +677.8% | -684.6% | -53.1% |
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