+497.5%
GE vs TE
-53.0%
+550.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -1.6% | -4.0% | +2.4% | -1.4% |
| 30D | -11.6% | -15.9% | +4.3% | -10.8% |
| 3M | +3.0% | -60.5% | +63.6% | +7.6% |
| 6M | -0.5% | -35.2% | +34.7% | -0.1% |
| YTD | +9.7% | -31.1% | +40.9% | +9.1% |
| 1Y | +20.0% | +148.6% | -128.6% | +8.3% |
| 3Y | +275.8% | -26.4% | +302.2% | +251.9% |
| 5Y | +429.1% | -48.0% | +477.1% | +395.4% |
| All | +497.5% | -53.0% | +550.5% | +449.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling