-19.7%
TSN vs GRMN
+75.7%
-95.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.8% |
| 7D | -7.3% | -1.4% | -5.9% | -7.1% |
| 30D | -8.6% | -13.1% | +4.4% | -6.7% |
| 3M | -7.5% | +14.9% | -22.5% | -9.8% |
| 6M | -14.1% | +13.1% | -27.2% | -16.3% |
| YTD | -9.4% | +35.3% | -44.7% | -14.6% |
| 1Y | -4.1% | +16.0% | -20.1% | -7.2% |
| 3Y | +10.3% | +179.6% | -169.3% | -17.5% |
| 5Y | -19.7% | +75.0% | -94.7% | -35.9% |
| All | -19.7% | +75.7% | -95.4% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling