+12.0%
GEHC vs TSLQ
-98.0%
+109.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.0% | +4.9% | -3.7% |
| 7D | -5.2% | -8.6% | +3.4% | -5.8% |
| 30D | -7.0% | -24.9% | +17.9% | -9.0% |
| 3M | +3.3% | -1.5% | +4.8% | +4.6% |
| 6M | -10.0% | -18.1% | +8.1% | -9.6% |
| YTD | -18.5% | -0.1% | -18.4% | -16.1% |
| 1Y | -14.4% | -51.4% | +37.0% | -16.8% |
| 3Y | +3.4% | -95.9% | +99.3% | -10.2% |
| All | +12.0% | -98.0% | +109.9% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling