-33.7%
TLT vs GE
+434.8%
-468.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | +0.4% | +1.2% | -0.8% | +0.4% |
| 30D | -0.3% | -9.5% | +9.2% | -0.4% |
| 3M | -1.7% | +4.1% | -5.9% | -1.6% |
| 6M | -4.9% | +3.9% | -8.8% | -4.8% |
| YTD | -2.8% | +9.0% | -11.8% | -2.5% |
| 1Y | -4.2% | +21.9% | -26.1% | -3.6% |
| 3Y | -1.1% | +281.8% | -282.9% | +3.7% |
| 5Y | -33.7% | +436.7% | -470.4% | -30.1% |
| All | -33.7% | +434.8% | -468.5% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling