+147.5%
GE vs TNA
+86.1%
+61.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.5% |
| 7D | -4.0% | -7.3% | +3.3% | -1.8% |
| 30D | -11.4% | -14.2% | +2.8% | -7.4% |
| 3M | -2.6% | -4.6% | +1.9% | -1.7% |
| 6M | -0.3% | +36.9% | -37.3% | -10.6% |
| YTD | +5.4% | +42.5% | -37.2% | -7.3% |
| 1Y | +15.5% | +45.8% | -30.2% | -0.4% |
| 3Y | +260.8% | +104.7% | +156.1% | +149.8% |
| 5Y | +421.6% | -21.7% | +443.3% | +334.6% |
| All | +147.5% | +86.1% | +61.4% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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