+0.8%
GEHC vs TTMI
+898.8%
-898.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -3.3% |
| 7D | -5.2% | +12.2% | -17.3% | -6.2% |
| 30D | -7.0% | -5.7% | -1.2% | -6.7% |
| 3M | +3.3% | -27.5% | +30.8% | +6.3% |
| 6M | -10.0% | +47.1% | -57.1% | -18.3% |
| YTD | -18.5% | +87.5% | -105.9% | -30.4% |
| 1Y | -14.4% | +175.2% | -189.6% | -34.3% |
| All | +0.8% | +898.8% | -898.1% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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