+66.6%
TEL vs GEHC
-1.1%
+67.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -2.3% | -7.9% | +5.6% | +0.2% |
| 30D | -6.1% | -11.7% | +5.6% | -2.5% |
| 3M | +1.7% | +0.8% | +0.9% | +0.4% |
| 6M | +1.6% | -11.6% | +13.2% | +4.8% |
| YTD | -9.1% | -21.6% | +12.5% | -2.3% |
| 1Y | -1.7% | -15.3% | +13.6% | +2.4% |
| All | +66.6% | -1.1% | +67.8% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling