+157.4%
GE vs TAP
-48.8%
+206.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +5.4% | -4.5% | +9.9% | +7.1% |
| 30D | +9.6% | +7.5% | +2.2% | +6.3% |
| 3M | -7.7% | -4.9% | -2.8% | -6.7% |
| 6M | +14.0% | -3.5% | +17.5% | +13.9% |
| YTD | +10.2% | -11.4% | +21.6% | +12.8% |
| 1Y | +8.9% | -10.8% | +19.7% | +10.9% |
| 3Y | +273.7% | -24.5% | +298.1% | +295.0% |
| 5Y | +410.2% | +2.5% | +407.8% | +348.9% |
| 10Y | +157.4% | -47.6% | +205.0% | +135.8% |
| All | +157.4% | -48.8% | +206.3% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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