+474.5%
GE vs TE
-53.2%
+527.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.3% | 0.0% |
| 7D | -2.8% | +0.9% | -3.7% | -2.9% |
| 30D | -11.9% | -16.3% | +4.3% | -11.2% |
| 3M | +1.8% | -40.8% | +42.6% | +4.0% |
| 6M | -0.6% | -42.6% | +42.0% | +0.5% |
| YTD | +5.5% | -31.4% | +37.0% | +4.8% |
| 1Y | +15.0% | +144.9% | -130.0% | +3.8% |
| 3Y | +269.5% | -26.0% | +295.5% | +245.7% |
| 5Y | +422.4% | -48.5% | +470.9% | +389.2% |
| All | +474.5% | -53.2% | +527.7% | +428.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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