-1.7%
GEHC vs TCOM
+8.5%
-10.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.9% |
| 7D | -7.6% | -10.2% | +2.5% | -6.0% |
| 30D | -10.7% | -16.8% | +6.2% | -8.0% |
| 3M | -1.2% | -16.7% | +15.5% | +1.5% |
| 6M | -13.7% | -27.1% | +13.3% | -9.5% |
| YTD | -20.4% | -45.5% | +25.1% | -12.9% |
| 1Y | -17.0% | -45.9% | +28.8% | -9.2% |
| All | -1.7% | +8.5% | -10.2% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling