+8.9%
GE vs TMF
-23.9%
+32.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.3% | +2.0% |
| 7D | +9.4% | +4.0% | +5.4% | +8.2% |
| 30D | +7.5% | +19.5% | -11.9% | +1.7% |
| 3M | -12.5% | -3.5% | -9.0% | -11.5% |
| 6M | +17.8% | -10.6% | +28.4% | +22.4% |
| YTD | +7.4% | -17.1% | +24.5% | +12.8% |
| 1Y | +8.9% | -24.3% | +33.1% | +15.7% |
| All | +8.9% | -23.9% | +32.8% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling