+419.8%
TXN vs GRMN
+677.8%
-258.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +1.8% |
| 7D | +4.0% | +2.4% | +1.5% | +2.8% |
| 30D | -2.9% | -8.5% | +5.6% | +1.4% |
| 3M | -9.1% | +19.5% | -28.6% | -17.9% |
| 6M | +36.6% | +21.2% | +15.4% | +22.0% |
| YTD | +57.5% | +41.0% | +16.4% | +28.9% |
| 1Y | +49.5% | +19.6% | +29.9% | +32.9% |
| 3Y | +76.5% | +183.8% | -107.2% | -8.7% |
| 5Y | +62.4% | +83.0% | -20.6% | +7.5% |
| All | +419.8% | +677.8% | -258.0% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling