+7.7%
GEHC vs TSN
-6.4%
+14.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.7% |
| 7D | -7.9% | +1.4% | -9.2% | -8.1% |
| 30D | -11.7% | -6.2% | -5.5% | -10.6% |
| 3M | +0.8% | -5.7% | +6.5% | +2.0% |
| 6M | -11.6% | -11.4% | -0.2% | -9.6% |
| YTD | -21.6% | -8.2% | -13.4% | -20.3% |
| 1Y | -15.3% | -2.0% | -13.3% | -15.0% |
| 3Y | -0.5% | +11.9% | -12.4% | -0.5% |
| All | +7.7% | -6.4% | +14.1% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling