+127.9%
TT vs GRMN
+122.2%
+5.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -2.0% | +4.7% | -6.7% | -3.5% |
| 30D | -14.0% | +3.4% | -17.4% | -15.1% |
| 3M | -15.9% | -5.0% | -10.8% | -14.8% |
| 6M | -17.3% | +18.6% | -35.9% | -23.1% |
| YTD | +4.0% | +42.5% | -38.5% | -10.0% |
| 1Y | -7.1% | +42.3% | -49.4% | -19.6% |
| 3Y | +90.2% | +158.5% | -68.2% | +13.2% |
| All | +127.9% | +122.2% | +5.7% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling