+152.0%
GE vs TFC
+97.4%
+54.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | -1.2% | -1.3% | +0.1% | -0.5% |
| 30D | -11.3% | -2.3% | -8.9% | -10.1% |
| 3M | -1.4% | +2.5% | -3.9% | -3.0% |
| 6M | +1.2% | +9.5% | -8.3% | -3.8% |
| YTD | +5.9% | +5.1% | +0.9% | +2.6% |
| 1Y | +18.4% | +15.5% | +2.9% | +8.5% |
| 3Y | +271.0% | +95.2% | +175.8% | +144.6% |
| 5Y | +417.9% | +14.5% | +403.5% | +345.6% |
| 10Y | +152.0% | +97.2% | +54.8% | +53.7% |
| All | +152.0% | +97.4% | +54.6% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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