+389.8%
TTMI vs GRMN
+6,828.2%
-6,438.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.4% |
| 7D | +11.4% | -0.9% | +12.3% | +12.0% |
| 30D | -28.3% | +1.2% | -29.5% | -29.2% |
| 3M | -46.7% | -8.9% | -37.7% | -44.9% |
| 6M | -56.1% | +23.0% | -79.1% | -60.7% |
| YTD | +7.4% | +41.2% | -33.9% | -9.2% |
| 1Y | +17.4% | +47.5% | -30.1% | -2.3% |
| 3Y | +429.1% | +155.8% | +273.4% | +240.6% |
| 5Y | +418.8% | +120.2% | +298.6% | +254.9% |
| 10Y | +411.2% | +629.9% | -218.6% | +116.5% |
| All | +389.8% | +6,828.2% | -6,438.5% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling