+262.7%
GE vs TTMI
+859.5%
-596.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -2.1% |
| 7D | -1.2% | +7.5% | -8.7% | -2.5% |
| 30D | -11.3% | -4.5% | -6.8% | -10.9% |
| 3M | -1.4% | -28.5% | +27.1% | +2.9% |
| 6M | +1.2% | +28.4% | -27.1% | -7.9% |
| YTD | +5.9% | +80.1% | -74.1% | -11.2% |
| 1Y | +18.4% | +161.0% | -142.6% | -10.2% |
| All | +262.7% | +859.5% | -596.7% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling