+120.1%
GE vs TTMI
+256.5%
-136.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.8% |
| 7D | +2.7% | +11.4% | -8.7% | +0.5% |
| 30D | +8.1% | -28.3% | +36.4% | +12.6% |
| 3M | -7.9% | -46.7% | +38.8% | +0.4% |
| 6M | +12.9% | -56.1% | +69.0% | +25.2% |
| YTD | +8.2% | +7.4% | +0.8% | -0.5% |
| 1Y | +9.7% | +17.4% | -7.7% | -1.4% |
| 3Y | +266.1% | +429.1% | -163.0% | +141.6% |
| 5Y | +407.4% | +418.8% | -11.4% | +228.4% |
| 10Y | +150.3% | +411.2% | -260.9% | +57.0% |
| All | +120.1% | +256.5% | -136.3% | -3.6% |
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 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