+10.9%
GE vs TPR
+28.7%
-17.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.0% |
| 7D | +4.0% | +6.4% | -2.4% | +1.7% |
| 30D | +11.1% | +13.8% | -2.7% | +5.9% |
| 3M | -6.7% | -16.6% | +9.9% | -1.8% |
| 6M | +14.3% | +0.7% | +13.6% | +10.4% |
| YTD | +11.7% | +5.3% | +6.4% | +8.3% |
| 1Y | +10.9% | +32.4% | -21.5% | +4.0% |
| All | +10.9% | +28.7% | -17.8% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling