+9.3%
GEHC vs TSN
-7.7%
+17.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -7.6% | -7.3% | -0.3% | -6.2% |
| 30D | -10.7% | -8.6% | -2.0% | -9.0% |
| 3M | -1.2% | -7.5% | +6.3% | +0.4% |
| 6M | -13.7% | -14.1% | +0.4% | -11.2% |
| YTD | -20.4% | -9.4% | -11.0% | -18.9% |
| 1Y | -17.0% | -4.1% | -13.0% | -16.4% |
| 3Y | +0.9% | +10.3% | -9.4% | +1.2% |
| All | +9.3% | -7.7% | +17.0% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling