+147.8%
GE vs TTMI
+1,087.8%
-939.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -2.8% | +6.0% | -8.8% | -4.3% |
| 30D | -11.9% | -6.4% | -5.5% | -11.0% |
| 3M | +1.8% | -28.9% | +30.8% | +8.2% |
| 6M | -0.6% | +26.9% | -27.5% | -11.8% |
| YTD | +5.5% | +77.3% | -71.8% | -16.2% |
| 1Y | +15.0% | +147.5% | -132.5% | -18.8% |
| 3Y | +269.5% | +847.6% | -578.1% | +65.6% |
| 5Y | +422.4% | +802.2% | -379.8% | +127.4% |
| All | +147.8% | +1,087.8% | -939.9% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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