+117.6%
GE vs TPR
+7,380.8%
-7,263.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.6% | -2.3% | +0.7% | -0.8% |
| 30D | -11.6% | -23.0% | +11.4% | -3.9% |
| 3M | +3.0% | -12.5% | +15.5% | +6.8% |
| 6M | -0.5% | -21.4% | +20.9% | +6.9% |
| YTD | +9.7% | -3.5% | +13.3% | +9.4% |
| 1Y | +20.0% | +17.4% | +2.7% | +11.1% |
| 3Y | +275.8% | +291.3% | -15.4% | +117.9% |
| 5Y | +429.1% | +241.9% | +187.2% | +208.0% |
| 10Y | +151.2% | +322.7% | -171.5% | +20.2% |
| All | +117.6% | +7,380.8% | -7,263.1% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling