+41.0%
GEHC vs TT
+151.7%
-110.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.7% | +0.9% |
| 7D | +5.6% | +1.7% | +3.9% | +5.1% |
| 30D | +27.9% | -11.8% | +39.7% | +31.5% |
| 3M | +17.1% | -12.6% | +29.7% | +20.6% |
| 6M | +32.5% | -9.4% | +41.9% | +33.9% |
| YTD | +2.7% | +8.8% | -6.2% | -2.9% |
| 1Y | +15.3% | -2.5% | +17.8% | +13.2% |
| 3Y | +23.7% | +95.7% | -72.0% | -0.7% |
| All | +41.0% | +151.7% | -110.7% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling