+85.6%
TEL vs GEHC
+10.0%
+75.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | 0.0% |
| 7D | +3.0% | -4.0% | +7.0% | +4.2% |
| 30D | -3.9% | -2.0% | -2.0% | -3.5% |
| 3M | -5.1% | +8.0% | -13.1% | -8.1% |
| 6M | +0.6% | -12.8% | +13.4% | +4.2% |
| YTD | -7.3% | -15.9% | +8.6% | -2.9% |
| 1Y | +1.1% | -6.9% | +8.1% | +2.0% |
| 3Y | +63.7% | 0.0% | +63.7% | +58.2% |
| All | +85.6% | +10.0% | +75.7% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling