+734.7%
TT vs GRMN
+655.8%
+79.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.5% |
| 7D | +0.8% | +6.3% | -5.5% | -1.8% |
| 30D | -11.8% | +7.6% | -19.3% | -14.6% |
| 3M | -11.6% | -7.5% | -4.1% | -9.1% |
| 6M | -9.3% | +21.2% | -30.5% | -18.0% |
| YTD | +8.9% | +44.0% | -35.1% | -9.5% |
| 1Y | -2.2% | +44.7% | -47.0% | -19.0% |
| 3Y | +91.9% | +160.5% | -68.6% | +9.1% |
| 5Y | +136.0% | +124.6% | +11.4% | +42.7% |
| 10Y | +734.7% | +651.6% | +83.1% | +203.3% |
| All | +734.7% | +655.8% | +79.0% | +203.3% |
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 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