+617.4%
GE vs TNA
+990.0%
-372.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +1.2% | +4.1% | -2.9% | -0.1% |
| 30D | -9.5% | -7.6% | -1.9% | -7.5% |
| 3M | +4.1% | +8.1% | -4.0% | +1.2% |
| 6M | +3.9% | +49.0% | -45.1% | -8.9% |
| YTD | +9.0% | +51.7% | -42.7% | -5.7% |
| 1Y | +21.9% | +59.6% | -37.7% | +2.4% |
| 3Y | +281.8% | +118.9% | +162.9% | +161.2% |
| 5Y | +436.7% | -19.2% | +455.9% | +342.4% |
| 10Y | +151.5% | +77.2% | +74.3% | +25.6% |
| All | +617.4% | +990.0% | -372.6% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling