+158.6%
GE vs TPR
+378.8%
-220.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.1% |
| 7D | +4.0% | +6.4% | -2.4% | +1.3% |
| 30D | +11.1% | +13.8% | -2.7% | +5.4% |
| 3M | -6.7% | -16.6% | +9.9% | -1.1% |
| 6M | +14.3% | +0.7% | +13.6% | +12.2% |
| YTD | +11.7% | +5.3% | +6.4% | +7.2% |
| 1Y | +10.9% | +32.4% | -21.5% | -2.8% |
| 3Y | +279.0% | +406.4% | -127.4% | +82.1% |
| 5Y | +427.0% | +227.9% | +199.1% | +188.9% |
| 10Y | +158.6% | +371.7% | -213.1% | -0.9% |
| All | +158.6% | +378.8% | -220.3% | -0.9% |
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