+2,895.1%
GE vs TFC
+2,523.9%
+371.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +5.4% | +1.7% | +3.7% | +4.6% |
| 30D | +9.6% | +9.0% | +0.6% | +5.4% |
| 3M | -7.7% | -2.1% | -5.6% | -6.9% |
| 6M | +14.0% | +3.4% | +10.7% | +11.8% |
| YTD | +10.2% | +5.3% | +4.9% | +7.0% |
| 1Y | +8.9% | +16.2% | -7.3% | +1.0% |
| 3Y | +273.7% | +94.8% | +178.9% | +165.8% |
| 5Y | +410.2% | -0.7% | +410.9% | +374.7% |
| 10Y | +157.4% | +80.9% | +76.6% | +77.3% |
| All | +2,895.1% | +2,523.9% | +371.2% | +931.1% |
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