+2,883.5%
GE vs TRV
+6,617.1%
-3,733.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.7% |
| 7D | -1.6% | -0.1% | -1.4% | -1.5% |
| 30D | -11.6% | -3.4% | -8.1% | -10.1% |
| 3M | +3.0% | +26.4% | -23.4% | -8.7% |
| 6M | -0.5% | +19.3% | -19.8% | -9.4% |
| YTD | +9.7% | +28.3% | -18.6% | -3.8% |
| 1Y | +20.0% | +34.3% | -14.2% | +2.6% |
| 3Y | +275.8% | +140.1% | +135.7% | +136.5% |
| 5Y | +429.1% | +155.7% | +273.4% | +219.2% |
| 10Y | +151.2% | +285.5% | -134.4% | +23.2% |
| All | +2,883.5% | +6,617.1% | -3,733.6% | +322.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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