+76.5%
TXN vs GRMN
+190.9%
-114.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +2.5% |
| 7D | +4.0% | +2.4% | +1.5% | +3.2% |
| 30D | -2.9% | -8.5% | +5.6% | -0.2% |
| 3M | -9.1% | +19.5% | -28.6% | -14.7% |
| 6M | +36.6% | +21.2% | +15.4% | +27.1% |
| YTD | +57.5% | +41.0% | +16.4% | +38.2% |
| 1Y | +49.5% | +19.6% | +29.9% | +38.9% |
| 3Y | +76.5% | +183.8% | -107.2% | +31.7% |
| All | +76.5% | +190.9% | -114.4% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling