+427.0%
GE vs TTMI
+451.1%
-24.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.0% | -7.5% | -0.2% |
| 7D | +4.0% | +7.2% | -3.2% | +2.4% |
| 30D | +11.1% | -28.7% | +39.7% | +15.7% |
| 3M | -6.7% | -39.8% | +33.1% | -0.3% |
| 6M | +14.3% | -51.7% | +66.0% | +24.9% |
| YTD | +11.7% | +14.1% | -2.3% | -2.3% |
| 1Y | +10.9% | +16.0% | -5.1% | -4.4% |
| 3Y | +279.0% | +452.7% | -173.7% | +108.8% |
| 5Y | +427.0% | +451.5% | -24.5% | +161.6% |
| All | +427.0% | +451.1% | -24.1% | +161.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling