+90.2%
TT vs GRMN
+160.2%
-70.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | -2.0% | +4.7% | -6.7% | -2.8% |
| 30D | -14.0% | +3.4% | -17.4% | -14.6% |
| 3M | -15.9% | -5.0% | -10.8% | -15.2% |
| 6M | -17.3% | +18.6% | -35.9% | -20.4% |
| YTD | +4.0% | +42.5% | -38.5% | -3.7% |
| 1Y | -7.1% | +42.3% | -49.4% | -13.9% |
| 3Y | +90.2% | +158.5% | -68.2% | +56.9% |
| All | +90.2% | +160.2% | -70.0% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling