+313.5%
GE vs TRI
+518.6%
-205.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +2.2% |
| 7D | +1.2% | -7.1% | +8.2% | +4.2% |
| 30D | -9.5% | -2.3% | -7.2% | -9.4% |
| 3M | +4.1% | +19.6% | -15.4% | -7.2% |
| 6M | +3.9% | -8.7% | +12.6% | +3.2% |
| YTD | +9.0% | -22.3% | +31.3% | +14.5% |
| 1Y | +21.9% | -40.7% | +62.6% | +46.7% |
| 3Y | +281.8% | -17.8% | +299.6% | +278.0% |
| 5Y | +436.7% | -8.5% | +445.2% | +394.1% |
| 10Y | +151.5% | +192.6% | -41.0% | +18.9% |
| All | +313.5% | +518.6% | -205.1% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling