+2,883.5%
GE vs TAP
+825.0%
+2,058.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.6% | -2.3% | +0.7% | -1.1% |
| 30D | -11.6% | -2.1% | -9.4% | -11.2% |
| 3M | +3.0% | +6.6% | -3.6% | +1.0% |
| 6M | -0.5% | -11.5% | +11.0% | +1.7% |
| YTD | +9.7% | -10.3% | +20.0% | +11.5% |
| 1Y | +20.0% | -14.4% | +34.4% | +22.9% |
| 3Y | +275.8% | -28.3% | +304.1% | +296.0% |
| 5Y | +429.1% | +1.7% | +427.4% | +407.2% |
| 10Y | +151.2% | -49.2% | +200.4% | +171.3% |
| All | +2,883.5% | +825.0% | +2,058.5% | +1,778.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling