+183.1%
GE vs TDY
+7,071.3%
-6,888.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | +1.2% | -0.9% | +2.0% | +1.4% |
| 30D | -9.5% | -12.5% | +3.0% | -5.6% |
| 3M | +4.1% | -1.2% | +5.3% | +4.5% |
| 6M | +3.9% | -6.6% | +10.5% | +6.2% |
| YTD | +9.0% | +18.5% | -9.5% | +3.3% |
| 1Y | +21.9% | +10.8% | +11.2% | +17.7% |
| 3Y | +281.8% | +47.5% | +234.3% | +237.4% |
| 5Y | +436.7% | +35.8% | +400.9% | +384.8% |
| 10Y | +151.5% | +459.0% | -307.4% | +57.6% |
| All | +183.1% | +7,071.3% | -6,888.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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