+15.7%
GEHC vs TSLQ
-17.8%
+33.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +6.4% | -0.1% | +6.5% |
| 7D | +13.2% | +9.8% | +3.3% | +13.4% |
| 30D | +30.6% | -6.0% | +36.6% | +30.3% |
| 3M | +22.2% | -35.0% | +57.2% | +20.7% |
| 6M | +40.8% | -24.9% | +65.8% | +40.1% |
| YTD | +4.8% | -12.7% | +17.5% | +6.0% |
| 1Y | +15.7% | -21.0% | +36.7% | +16.2% |
| All | +15.7% | -17.8% | +33.5% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling