-14.4%
GEHC vs TT
+8.3%
-22.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | -5.2% | +1.6% | -6.7% | -5.2% |
| 30D | -7.0% | -7.3% | +0.4% | -6.7% |
| 3M | +3.3% | -2.6% | +5.9% | +2.3% |
| 6M | -10.0% | +5.9% | -15.9% | -12.5% |
| YTD | -18.5% | +15.4% | -33.9% | -21.2% |
| 1Y | -14.4% | +8.2% | -22.7% | -17.0% |
| All | -14.4% | +8.3% | -22.7% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling