+11.3%
TMO vs GEHC
+2.1%
+9.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -0.6% | -7.2% | +6.5% | +1.9% |
| 30D | +1.1% | -11.6% | +12.7% | +5.4% |
| 3M | +28.3% | -0.8% | +29.2% | +28.0% |
| 6M | +23.3% | -11.9% | +35.2% | +27.6% |
| YTD | +5.5% | -21.9% | +27.4% | +13.7% |
| 1Y | +24.5% | -17.8% | +42.4% | +31.4% |
| 3Y | +19.6% | -3.5% | +23.1% | +16.8% |
| All | +11.3% | +2.1% | +9.2% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling