+1,598.5%
TSM vs GE
+162.3%
+1,436.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | -2.1% | +5.4% | -7.4% | -3.5% |
| 30D | -12.5% | +9.6% | -22.2% | -15.0% |
| 3M | -5.0% | -7.7% | +2.7% | -2.8% |
| 6M | -3.2% | +14.0% | -17.2% | -7.6% |
| YTD | +31.5% | +10.2% | +21.3% | +26.6% |
| 1Y | +35.7% | +8.9% | +26.8% | +31.0% |
| 3Y | +323.5% | +273.7% | +49.8% | +188.7% |
| 5Y | +263.4% | +410.2% | -146.8% | +124.4% |
| 10Y | +1,598.5% | +157.4% | +1,441.1% | +827.8% |
| All | +1,598.5% | +162.3% | +1,436.2% | +827.8% |
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