+9.7%
GE vs TT
-2.3%
+11.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.1% |
| 7D | +2.7% | +4.0% | -1.4% | +0.5% |
| 30D | +8.1% | -11.3% | +19.4% | +14.8% |
| 3M | -7.9% | -12.3% | +4.4% | -1.6% |
| 6M | +12.9% | -10.8% | +23.7% | +18.6% |
| YTD | +8.2% | +8.2% | 0.0% | +2.5% |
| 1Y | +9.7% | +1.5% | +8.2% | +4.9% |
| All | +9.7% | -2.3% | +11.9% | +4.9% |
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