+2,841.0%
GE vs TRV
+7,258.3%
-4,417.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.7% | +2.0% | +0.6% | +1.6% |
| 30D | +8.1% | +6.7% | +1.3% | +4.6% |
| 3M | -7.9% | +9.4% | -17.2% | -12.0% |
| 6M | +12.9% | +37.7% | -24.8% | -4.2% |
| YTD | +8.2% | +40.6% | -32.4% | -9.5% |
| 1Y | +9.7% | +42.4% | -32.8% | -8.8% |
| 3Y | +266.1% | +148.1% | +118.0% | +127.0% |
| 5Y | +407.4% | +181.7% | +225.7% | +191.6% |
| 10Y | +150.3% | +352.6% | -202.3% | +13.8% |
| All | +2,841.0% | +7,258.3% | -4,417.3% | +297.4% |
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