+161.7%
TTMI vs GRMN
+21.0%
+140.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.8% | -0.5% | +2.3% |
| 7D | +0.7% | +2.0% | -1.4% | +0.1% |
| 30D | -8.4% | -8.8% | +0.4% | -6.2% |
| 3M | -32.5% | +19.0% | -51.5% | -36.5% |
| 6M | +32.5% | +20.7% | +11.8% | +23.6% |
| YTD | +83.2% | +40.5% | +42.7% | +63.3% |
| 1Y | +161.7% | +19.1% | +142.5% | +122.3% |
| All | +161.7% | +21.0% | +140.7% | +122.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling