+405.9%
GE vs TPR
+223.9%
+182.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -3.3% |
| 7D | +5.1% | -1.1% | +6.3% | +5.5% |
| 30D | +7.6% | +15.1% | -7.5% | +2.8% |
| 3M | -9.3% | -13.4% | +4.1% | -6.1% |
| 6M | +11.5% | +1.4% | +10.2% | +9.6% |
| YTD | +7.9% | +4.8% | +3.1% | +4.8% |
| 1Y | +7.6% | +29.2% | -21.6% | -1.9% |
| 3Y | +265.9% | +403.7% | -137.8% | +107.0% |
| 5Y | +405.9% | +230.8% | +175.1% | +228.4% |
| All | +405.9% | +223.9% | +182.0% | +228.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling