+304.8%
GE vs TLN
+683.0%
-378.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.2% | -3.4% | +2.3% |
| 7D | +6.3% | +9.1% | -2.8% | +4.1% |
| 30D | +8.9% | -4.1% | +12.9% | +9.4% |
| 3M | -9.2% | +4.4% | -13.6% | -11.0% |
| 6M | +13.2% | -6.0% | +19.2% | +12.7% |
| YTD | +9.4% | -3.1% | +12.5% | +6.8% |
| 1Y | +9.8% | -6.1% | +15.9% | +7.7% |
| 3Y | +278.2% | +575.3% | -297.2% | +107.0% |
| All | +304.8% | +683.0% | -378.2% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling