+422.4%
GE vs TRI
-11.1%
+433.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -2.8% | -14.4% | +11.6% | -0.6% |
| 30D | -11.9% | -8.1% | -3.8% | -11.1% |
| 3M | +1.8% | +17.5% | -15.7% | -2.5% |
| 6M | -0.6% | -5.0% | +4.4% | -0.5% |
| YTD | +5.5% | -24.7% | +30.2% | +14.0% |
| 1Y | +15.0% | -41.5% | +56.5% | +37.8% |
| 3Y | +269.5% | -20.3% | +289.9% | +272.4% |
| 5Y | +422.4% | -10.9% | +433.4% | +364.9% |
| All | +422.4% | -11.1% | +433.6% | +364.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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