+405.9%
GE vs TMF
-88.7%
+494.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +1.0% | -3.5% |
| 7D | +5.1% | -8.2% | +13.3% | +5.0% |
| 30D | +7.6% | +5.3% | +2.2% | +7.6% |
| 3M | -9.3% | -8.5% | -0.8% | -9.4% |
| 6M | +11.5% | -17.2% | +28.7% | +11.2% |
| YTD | +7.9% | -23.4% | +31.3% | +7.3% |
| 1Y | +7.6% | -30.2% | +37.9% | +6.8% |
| 3Y | +265.9% | -32.9% | +298.8% | +263.4% |
| 5Y | +405.9% | -88.5% | +494.5% | +298.5% |
| All | +405.9% | -88.7% | +494.6% | +298.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling