+123.3%
GE vs TTMI
+504.4%
-381.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.8% | -7.8% | -0.5% |
| 7D | -1.6% | +5.9% | -7.5% | -2.7% |
| 30D | -11.6% | -4.3% | -7.3% | -11.2% |
| 3M | +3.0% | -32.0% | +35.1% | +8.5% |
| 6M | -0.5% | +19.5% | -20.0% | -7.1% |
| YTD | +9.7% | +82.0% | -72.3% | -6.0% |
| 1Y | +20.0% | +172.6% | -152.6% | -5.8% |
| 3Y | +275.8% | +744.7% | -468.8% | +132.6% |
| 5Y | +429.1% | +805.6% | -376.5% | +217.1% |
| 10Y | +151.2% | +1,057.6% | -906.4% | +39.3% |
| All | +123.3% | +504.4% | -381.1% | -8.9% |
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