-17.8%
GEHC vs TSLQ
-49.6%
+31.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -7.2% | -6.6% | -0.6% | -7.4% |
| 30D | -11.6% | -24.3% | +12.7% | -12.4% |
| 3M | -0.8% | -3.6% | +2.8% | 0.0% |
| 6M | -11.9% | -12.0% | 0.0% | -11.4% |
| YTD | -21.9% | +1.4% | -23.3% | -20.3% |
| 1Y | -17.8% | -43.6% | +25.7% | -18.7% |
| All | -17.8% | -49.6% | +31.8% | -18.7% |
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