+436.6%
GE vs TT
+140.2%
+296.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.4% |
| 6M | -0.5% | +1.4% | -1.9% | -1.7% |
| YTD | +9.7% | +15.9% | -6.2% | +0.8% |
| 1Y | +20.0% | +9.4% | +10.6% | +13.2% |
| 3Y | +275.8% | +124.4% | +151.5% | +143.4% |
| All | +436.6% | +140.2% | +296.4% | +216.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling