+417.0%
TTMI vs GRMN
+119.5%
+297.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.4% |
| 7D | +11.4% | -0.9% | +12.3% | +12.1% |
| 30D | -28.3% | +1.2% | -29.5% | -29.3% |
| 3M | -46.7% | -8.9% | -37.7% | -44.5% |
| 6M | -56.1% | +23.0% | -79.1% | -61.7% |
| YTD | +7.4% | +41.2% | -33.9% | -13.1% |
| 1Y | +17.4% | +47.5% | -30.1% | -6.9% |
| 3Y | +429.1% | +155.8% | +273.4% | +172.9% |
| All | +417.0% | +119.5% | +297.4% | +174.4% |
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