+131.4%
TLT vs GE
+317.1%
-185.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | +0.5% |
| 7D | +0.3% | +6.3% | -6.0% | +1.0% |
| 30D | +5.1% | +8.9% | -3.8% | +6.2% |
| 3M | -0.2% | -9.2% | +9.0% | -1.2% |
| 6M | -2.9% | +13.2% | -16.1% | -1.3% |
| YTD | -2.7% | +9.4% | -12.1% | -1.2% |
| 1Y | -4.6% | +9.8% | -14.4% | -3.0% |
| 3Y | +6.1% | +278.2% | -272.1% | +27.3% |
| 5Y | -35.1% | +396.0% | -431.2% | -18.5% |
| 10Y | -12.5% | +162.4% | -174.8% | +5.2% |
| All | +131.4% | +317.1% | -185.7% | +231.0% |
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