+38.6%
GEHC vs TSEM
+244.5%
-205.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.6% | -8.9% | -1.7% |
| 7D | -3.7% | +6.8% | -10.5% | -4.2% |
| 30D | +22.0% | -26.6% | +48.6% | +23.9% |
| 3M | +13.6% | -36.3% | +49.9% | +16.1% |
| 6M | +34.0% | -30.6% | +64.6% | +33.0% |
| YTD | +0.9% | +35.3% | -34.4% | -11.4% |
| 1Y | +12.7% | +59.2% | -46.5% | -4.5% |
| 3Y | +19.4% | +547.7% | -528.2% | -27.1% |
| All | +38.6% | +244.5% | -205.9% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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