+306.1%
GE vs TLN
+583.6%
-277.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.3% |
| 7D | -1.6% | +7.1% | -8.7% | -3.0% |
| 30D | -11.6% | -3.9% | -7.7% | -11.1% |
| 3M | +3.0% | -16.2% | +19.2% | +6.1% |
| 6M | -0.5% | -5.8% | +5.3% | -0.8% |
| YTD | +9.7% | -15.4% | +25.2% | +11.1% |
| 1Y | +20.0% | -16.7% | +36.7% | +21.3% |
| 3Y | +275.8% | +473.8% | -197.9% | +115.6% |
| All | +306.1% | +583.6% | -277.4% | +117.9% |
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 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