+31.9%
TSLL vs GEHC
+32.0%
0.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.0% | +6.9% |
| 7D | +0.5% | -3.7% | +4.2% | +4.3% |
| 30D | +2.7% | +22.0% | -19.3% | -14.7% |
| 3M | +26.3% | +13.6% | +12.7% | +11.8% |
| 6M | -37.2% | +34.0% | -71.2% | -54.8% |
| YTD | -44.2% | +0.9% | -45.1% | -47.5% |
| 1Y | -44.0% | +12.7% | -56.7% | -53.9% |
| 3Y | 0.0% | +19.4% | -19.4% | -16.4% |
| All | +31.9% | +32.0% | 0.0% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling