+153.0%
GE vs TMF
-87.2%
+240.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.8% |
| 30D | -11.6% | -2.8% | -8.7% | -11.9% |
| 3M | +3.0% | -10.9% | +13.9% | +1.3% |
| 6M | -0.5% | -21.3% | +20.8% | -4.1% |
| YTD | +9.7% | -15.9% | +25.6% | +7.0% |
| 1Y | +20.0% | -15.7% | +35.8% | +17.3% |
| 3Y | +275.8% | -43.4% | +319.2% | +251.4% |
| 5Y | +429.1% | -87.8% | +516.8% | +251.8% |
| All | +153.0% | -87.2% | +240.2% | +99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling