+15.5%
GEHC vs TSN
-8.3%
+23.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | -4.0% | -6.3% | +2.3% | -2.7% |
| 30D | -2.0% | -10.8% | +8.8% | +0.3% |
| 3M | +8.0% | -8.8% | +16.7% | +10.0% |
| 6M | -12.8% | -16.8% | +4.1% | -9.6% |
| YTD | -15.9% | -10.0% | -5.9% | -14.2% |
| 1Y | -6.9% | -5.3% | -1.7% | -6.0% |
| 3Y | 0.0% | +8.5% | -8.6% | +0.4% |
| All | +15.5% | -8.3% | +23.7% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling