+82.1%
TEL vs GEHC
+4.1%
+78.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.6% |
| 7D | +1.2% | -7.6% | +8.9% | +3.6% |
| 30D | -4.1% | -10.7% | +6.5% | -1.0% |
| 3M | -2.6% | -1.2% | -1.4% | -3.0% |
| 6M | 0.0% | -13.7% | +13.8% | +3.8% |
| YTD | -9.1% | -20.4% | +11.4% | -3.2% |
| 1Y | -0.8% | -17.0% | +16.2% | +3.8% |
| 3Y | +67.4% | +0.9% | +66.4% | +61.9% |
| All | +82.1% | +4.1% | +78.0% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling