+2,883.5%
GE vs TFC
+2,596.5%
+287.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.6% | +2.4% | -4.0% | -2.7% |
| 30D | -11.6% | -1.3% | -10.3% | -11.0% |
| 3M | +3.0% | +6.1% | -3.0% | 0.0% |
| 6M | -0.5% | +7.3% | -7.9% | -3.9% |
| YTD | +9.7% | +8.2% | +1.5% | +5.4% |
| 1Y | +20.0% | +14.4% | +5.6% | +12.0% |
| 3Y | +275.8% | +93.7% | +182.1% | +167.1% |
| 5Y | +429.1% | +16.4% | +412.7% | +357.7% |
| 10Y | +151.2% | +101.6% | +49.6% | +65.0% |
| All | +2,883.5% | +2,596.5% | +287.1% | +915.6% |
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