+645.5%
TSN vs GRMN
+6,828.2%
-6,182.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -1.4% | -0.9% | -0.6% | -1.3% |
| 30D | +8.5% | +1.2% | +7.3% | +8.2% |
| 3M | +5.3% | -8.9% | +14.2% | +7.1% |
| 6M | -10.5% | +23.0% | -33.5% | -14.6% |
| YTD | +3.0% | +41.2% | -38.3% | -5.0% |
| 1Y | +12.1% | +47.5% | -35.4% | +2.6% |
| 3Y | +43.1% | +155.8% | -112.6% | +13.7% |
| 5Y | -15.1% | +120.2% | -135.3% | -31.0% |
| 10Y | +14.8% | +629.9% | -615.1% | -27.6% |
| All | +645.5% | +6,828.2% | -6,182.8% | +192.3% |
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