+131.2%
TLT vs GE
+318.5%
-187.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.3% |
| 7D | -0.4% | -1.6% | +1.2% | -0.6% |
| 30D | -0.6% | -11.6% | +11.0% | -1.9% |
| 3M | -2.7% | +3.0% | -5.8% | -2.3% |
| 6M | -5.6% | -0.5% | -5.1% | -5.5% |
| YTD | -2.8% | +9.7% | -12.5% | -1.3% |
| 1Y | -1.4% | +20.0% | -21.5% | +1.2% |
| 3Y | -1.6% | +275.8% | -277.4% | +18.0% |
| 5Y | -33.8% | +429.1% | -462.9% | -16.1% |
| 10Y | -21.1% | +151.2% | -172.3% | -6.0% |
| All | +131.2% | +318.5% | -187.3% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling