+2,765.1%
GE vs TFC
+2,478.0%
+287.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.1% |
| 7D | +7.1% | +1.2% | +5.9% | +6.6% |
| 30D | +6.5% | +8.3% | -1.9% | +2.6% |
| 3M | -13.6% | -5.2% | -8.4% | -11.5% |
| 6M | +6.0% | -0.8% | +6.8% | +5.9% |
| YTD | +5.4% | +3.4% | +1.9% | +3.2% |
| 1Y | +6.5% | +17.0% | -10.6% | -1.6% |
| 3Y | +268.6% | +86.2% | +182.4% | +167.7% |
| 5Y | +389.0% | -2.3% | +391.3% | +358.4% |
| 10Y | +163.3% | +93.9% | +69.4% | +76.0% |
| All | +2,765.1% | +2,478.0% | +287.1% | +894.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling