+45.9%
TFC vs GEHC
+30.8%
+15.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +0.1% | -2.3% | +2.4% | +0.8% |
| 30D | +8.6% | +19.0% | -10.4% | +2.8% |
| 3M | -4.3% | +13.3% | -17.6% | -8.2% |
| 6M | +5.4% | +31.5% | -26.1% | -4.3% |
| YTD | +4.5% | 0.0% | +4.5% | +3.5% |
| 1Y | +14.0% | +9.4% | +4.6% | +9.2% |
| 3Y | +93.4% | +18.3% | +75.0% | +74.7% |
| All | +45.9% | +30.8% | +15.2% | +29.0% |
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