+88.6%
TEL vs GEHC
+2.1%
+86.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | +1.6% | -7.2% | +8.7% | +3.8% |
| 30D | -0.7% | -11.6% | +10.9% | +2.9% |
| 3M | +2.4% | -0.8% | +3.3% | +1.7% |
| 6M | +4.1% | -11.9% | +16.0% | +7.3% |
| YTD | -5.8% | -21.9% | +16.1% | +0.8% |
| 1Y | +0.9% | -17.8% | +18.7% | +5.8% |
| 3Y | +72.6% | -3.5% | +76.1% | +69.0% |
| All | +88.6% | +2.1% | +86.5% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling