+12.0%
GEHC vs TNA
+108.9%
-96.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.7% |
| 7D | -5.2% | +4.1% | -9.2% | -6.1% |
| 30D | -7.0% | -7.6% | +0.7% | -5.2% |
| 3M | +3.3% | +8.1% | -4.8% | +0.6% |
| 6M | -10.0% | +49.0% | -59.0% | -20.0% |
| YTD | -18.5% | +51.7% | -70.2% | -28.4% |
| 1Y | -14.4% | +59.6% | -74.0% | -26.5% |
| 3Y | +3.4% | +118.9% | -115.5% | -25.3% |
| All | +12.0% | +108.9% | -96.9% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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