+96.7%
TFC vs GEHC
+1.8%
+94.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.1% |
| 7D | +2.2% | -5.2% | +7.4% | +4.0% |
| 30D | -2.5% | -7.0% | +4.5% | -0.3% |
| 3M | +4.5% | +3.3% | +1.2% | +2.6% |
| 6M | +11.0% | -10.0% | +21.0% | +13.8% |
| YTD | +5.9% | -18.5% | +24.4% | +12.4% |
| 1Y | +14.6% | -14.4% | +29.0% | +18.8% |
| 3Y | +96.7% | +3.4% | +93.3% | +79.7% |
| All | +96.7% | +1.8% | +94.9% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling