+411.8%
GE vs TT
+131.0%
+280.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.9% |
| 3M | -7.9% | -12.3% | +4.4% | -1.5% |
| 6M | +12.9% | -10.8% | +23.7% | +19.1% |
| YTD | +8.2% | +8.2% | 0.0% | +2.6% |
| 1Y | +9.7% | +1.5% | +8.2% | +7.5% |
| 3Y | +266.1% | +91.5% | +174.6% | +156.6% |
| All | +411.8% | +131.0% | +280.7% | +183.0% |
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