+303.0%
GE vs TCOM
+2,843.2%
-2,540.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | +5.1% | -1.4% | +6.5% | +5.4% |
| 30D | +7.6% | +11.5% | -4.0% | +5.4% |
| 3M | -9.3% | -5.2% | -4.1% | -8.6% |
| 6M | +11.5% | -16.9% | +28.5% | +14.6% |
| YTD | +7.9% | -39.9% | +47.8% | +17.1% |
| 1Y | +7.6% | -42.1% | +49.7% | +17.6% |
| 3Y | +265.9% | +28.0% | +237.8% | +233.8% |
| 5Y | +405.9% | +40.4% | +365.5% | +329.3% |
| 10Y | +149.6% | +5.6% | +144.0% | +112.1% |
| All | +303.0% | +2,843.2% | -2,540.2% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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