+15.5%
TFC vs GEHC
-16.2%
+31.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.3% |
| 7D | -1.3% | -7.6% | +6.3% | +0.3% |
| 30D | -2.3% | -10.7% | +8.3% | -0.1% |
| 3M | +2.5% | -1.2% | +3.7% | +2.3% |
| 6M | +9.5% | -13.7% | +23.2% | +12.7% |
| YTD | +5.1% | -20.4% | +25.5% | +10.1% |
| 1Y | +15.5% | -17.0% | +32.5% | +17.4% |
| All | +15.5% | -16.2% | +31.7% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling