+3.4%
GEHC vs TSN
+13.0%
-9.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.5% |
| 7D | -5.2% | -5.0% | -0.1% | -3.9% |
| 30D | -7.0% | -9.1% | +2.1% | -4.6% |
| 3M | +3.3% | -7.4% | +10.7% | +5.4% |
| 6M | -10.0% | -13.4% | +3.4% | -6.8% |
| YTD | -18.5% | -8.5% | -10.0% | -16.8% |
| 1Y | -14.4% | -3.2% | -11.2% | -14.0% |
| 3Y | +3.4% | +11.5% | -8.1% | -0.3% |
| All | +3.4% | +13.0% | -9.5% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling