+390.5%
GE vs TFC
-2.5%
+393.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.1% |
| 7D | +7.1% | +1.2% | +5.9% | +6.7% |
| 30D | +6.5% | +8.3% | -1.9% | +3.3% |
| 3M | -13.6% | -5.2% | -8.4% | -11.9% |
| 6M | +6.0% | -0.8% | +6.8% | +6.0% |
| YTD | +5.4% | +3.4% | +1.9% | +3.6% |
| 1Y | +6.5% | +17.0% | -10.6% | 0.0% |
| 3Y | +268.6% | +86.2% | +182.4% | +187.8% |
| All | +390.5% | -2.5% | +393.0% | +435.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling