+551.7%
TSN vs GRMN
+6,655.2%
-6,103.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -6.3% | -2.9% | -3.5% | -5.8% |
| 30D | -10.8% | -8.4% | -2.4% | -9.3% |
| 3M | -8.8% | +15.0% | -23.8% | -11.7% |
| 6M | -16.8% | +11.2% | -28.0% | -19.1% |
| YTD | -10.0% | +37.7% | -47.7% | -16.4% |
| 1Y | -5.3% | +18.5% | -23.7% | -9.5% |
| 3Y | +8.5% | +175.8% | -167.3% | -15.2% |
| 5Y | -22.9% | +75.1% | -98.0% | -34.4% |
| 10Y | -12.6% | +637.0% | -649.7% | -44.9% |
| All | +551.7% | +6,655.2% | -6,103.5% | +157.2% |
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 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