+119.5%
GE vs TTMI
+267.1%
-147.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -2.9% |
| 7D | +5.1% | +22.6% | -17.5% | +1.2% |
| 30D | +7.6% | -34.3% | +41.8% | +13.7% |
| 3M | -9.3% | -44.8% | +35.5% | -1.7% |
| 6M | +11.5% | -53.3% | +64.8% | +22.3% |
| YTD | +7.9% | +10.6% | -2.7% | -1.3% |
| 1Y | +7.6% | +8.2% | -0.6% | -1.8% |
| 3Y | +265.9% | +435.7% | -169.8% | +140.9% |
| 5Y | +405.9% | +434.2% | -28.3% | +225.8% |
| 10Y | +149.6% | +426.4% | -276.8% | +55.7% |
| All | +119.5% | +267.1% | -147.6% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling