+15.5%
GEHC vs TSEM
+382.1%
-366.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.1% | -1.8% |
| 7D | -4.0% | +6.9% | -10.9% | -4.5% |
| 30D | -2.0% | +5.3% | -7.3% | -2.5% |
| 3M | +8.0% | -14.9% | +22.9% | +8.1% |
| 6M | -12.8% | +80.0% | -92.8% | -22.9% |
| YTD | -15.9% | +89.4% | -105.3% | -27.3% |
| 1Y | -6.9% | +253.1% | -260.0% | -29.9% |
| 3Y | 0.0% | +642.1% | -642.2% | -39.2% |
| All | +15.5% | +382.1% | -366.6% | -25.4% |
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