+893.7%
TT vs GRMN
+633.1%
+260.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | -7.3% | -11.3% | +4.0% | -2.6% |
| 3M | -2.6% | +17.7% | -20.3% | -10.5% |
| 6M | +5.9% | +14.2% | -8.3% | -1.5% |
| YTD | +15.4% | +37.0% | -21.6% | -1.7% |
| 1Y | +8.2% | +17.0% | -8.7% | -1.7% |
| 3Y | +122.7% | +183.2% | -60.5% | +20.2% |
| 5Y | +145.0% | +77.3% | +67.7% | +67.0% |
| 10Y | +893.7% | +630.9% | +262.8% | +238.9% |
| All | +893.7% | +633.1% | +260.6% | +238.9% |
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 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