+310.0%
GE vs TCOM
+2,694.8%
-2,384.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -1.6% | -9.5% | +7.9% | +0.2% |
| 30D | -11.6% | -10.7% | -0.8% | -9.8% |
| 3M | +3.0% | -14.6% | +17.6% | +5.5% |
| 6M | -0.5% | -19.3% | +18.8% | +2.8% |
| YTD | +9.7% | -42.9% | +52.7% | +20.4% |
| 1Y | +20.0% | -43.8% | +63.8% | +31.9% |
| 3Y | +275.8% | +2.1% | +273.7% | +257.8% |
| 5Y | +429.1% | +31.2% | +397.9% | +354.0% |
| 10Y | +151.2% | -13.9% | +165.1% | +121.3% |
| All | +310.0% | +2,694.8% | -2,384.7% | +106.7% |
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