-12.3%
TLT vs GE
+162.3%
-174.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -0.3% | +5.4% | -5.7% | +0.1% |
| 30D | +3.7% | +9.6% | -5.9% | +4.4% |
| 3M | -0.7% | -7.7% | +7.0% | -1.2% |
| 6M | -4.2% | +14.0% | -18.2% | -3.1% |
| YTD | -4.0% | +10.2% | -14.1% | -3.0% |
| 1Y | -5.8% | +8.9% | -14.7% | -4.9% |
| 3Y | +4.1% | +273.7% | -269.5% | +17.8% |
| 5Y | -34.8% | +410.2% | -445.0% | -23.5% |
| 10Y | -12.3% | +157.4% | -169.8% | +2.2% |
| All | -12.3% | +162.3% | -174.6% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 10y: compounded portfolio wealth divided by compounded GE 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…
10y analysis · Full analysis span regression · 6 months rolling