+678.4%
GE vs TMF
-69.2%
+747.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | +7.1% | +1.2% | +5.9% | +7.3% |
| 30D | +6.5% | +19.7% | -13.3% | +10.0% |
| 3M | -13.6% | -2.1% | -11.5% | -13.8% |
| 6M | +6.0% | -13.4% | +19.4% | +3.3% |
| YTD | +5.4% | -16.7% | +22.1% | +2.1% |
| 1Y | +6.5% | -23.3% | +29.8% | +1.6% |
| 3Y | +268.6% | -24.8% | +293.4% | +261.3% |
| 5Y | +389.0% | -88.0% | +477.1% | +232.8% |
| 10Y | +163.3% | -84.7% | +248.0% | +112.3% |
| All | +678.4% | -69.2% | +747.6% | +732.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling