+157.4%
GE vs TT
+744.7%
-587.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +5.4% | +0.8% | +4.6% | +4.9% |
| 30D | +9.6% | -11.8% | +21.4% | +17.8% |
| 3M | -7.7% | -11.6% | +3.9% | -1.1% |
| 6M | +14.0% | -9.3% | +23.3% | +19.7% |
| YTD | +10.2% | +8.9% | +1.3% | +3.2% |
| 1Y | +8.9% | -2.2% | +11.1% | +8.7% |
| 3Y | +273.7% | +91.9% | +181.8% | +142.2% |
| 5Y | +410.2% | +136.0% | +274.2% | +180.3% |
| 10Y | +157.4% | +734.7% | -577.3% | -26.1% |
| All | +157.4% | +744.7% | -587.2% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling