+292.0%
GE vs TLN
+589.3%
-297.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -2.4% |
| 7D | -1.2% | +5.8% | -7.1% | -2.4% |
| 30D | -11.3% | -6.9% | -4.4% | -10.2% |
| 3M | -1.4% | -10.9% | +9.5% | +0.2% |
| 6M | +1.2% | -4.6% | +5.8% | +0.7% |
| YTD | +5.9% | -14.7% | +20.6% | +7.0% |
| 1Y | +18.4% | -17.9% | +36.3% | +20.0% |
| 3Y | +271.0% | +483.9% | -212.9% | +111.6% |
| All | +292.0% | +589.3% | -297.3% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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