+22.7%
GE vs TT
+8.8%
+14.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.6% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -11.6% | -7.2% | -4.4% | -7.9% |
| 3M | +3.0% | -3.0% | +6.0% | +4.2% |
| 6M | -0.5% | +1.4% | -1.9% | -2.5% |
| YTD | +9.7% | +15.9% | -6.2% | +1.8% |
| All | +22.7% | +8.8% | +14.0% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling