+155.5%
GE vs TPR
+383.4%
-227.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.1% |
| 7D | +7.1% | +14.2% | -7.1% | +1.5% |
| 30D | +6.5% | +17.1% | -10.6% | -0.1% |
| 3M | -13.6% | -17.7% | +4.1% | -7.9% |
| 6M | +6.0% | -10.2% | +16.2% | +8.3% |
| YTD | +5.4% | +4.9% | +0.5% | +1.2% |
| 1Y | +6.5% | +36.1% | -29.7% | -7.8% |
| 3Y | +268.6% | +416.5% | -147.9% | +75.5% |
| 5Y | +389.0% | +254.8% | +134.3% | +158.2% |
| All | +155.5% | +383.4% | -227.9% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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