+117.7%
GE vs TEM
+60.7%
+57.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | +1.2% | +3.2% | -2.1% | +0.8% |
| 30D | -9.5% | +23.5% | -33.0% | -11.8% |
| 3M | +4.1% | +32.3% | -28.2% | +0.4% |
| 6M | +3.9% | +23.0% | -19.1% | +0.3% |
| YTD | +9.0% | +8.9% | +0.1% | +6.2% |
| 1Y | +21.9% | -19.9% | +41.8% | +21.8% |
| All | +117.7% | +60.7% | +57.0% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling