-16.1%
TMUS vs GEHC
+14.1%
-30.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +9.5% | +3.7% | +5.8% | +9.5% |
| 30D | +13.8% | +27.3% | -13.5% | +14.8% |
| 3M | -4.6% | +14.7% | -19.3% | -3.9% |
| 6M | -11.7% | +31.9% | -43.6% | -10.3% |
| YTD | -15.4% | +2.2% | -17.6% | -13.6% |
| 1Y | -16.1% | +14.1% | -30.2% | -14.8% |
| All | -16.1% | +14.1% | -30.2% | -14.8% |
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