+111.5%
GE vs TEM
+53.2%
+58.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.7% | +1.8% | -2.4% |
| 7D | -1.2% | -1.1% | -0.2% | -1.1% |
| 30D | -11.3% | +11.3% | -22.6% | -12.6% |
| 3M | -1.4% | +25.5% | -26.9% | -4.5% |
| 6M | +1.2% | +17.1% | -15.9% | -1.8% |
| YTD | +5.9% | +3.8% | +2.2% | +3.6% |
| 1Y | +18.4% | -24.4% | +42.8% | +18.9% |
| All | +111.5% | +53.2% | +58.3% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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