+15.0%
TFC vs GEHC
+11.9%
+3.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.2% |
| 7D | +1.2% | +0.8% | +0.4% | +1.0% |
| 30D | +9.7% | +21.3% | -11.7% | +5.3% |
| 3M | -4.8% | +12.6% | -17.3% | -7.2% |
| 6M | +8.4% | +34.3% | -25.9% | +0.9% |
| YTD | +4.7% | +1.4% | +3.3% | +5.0% |
| 1Y | +15.0% | +12.5% | +2.5% | +12.5% |
| All | +15.0% | +11.9% | +3.1% | +12.5% |
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