+24.1%
TSLL vs GEHC
+6.6%
+17.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.0% | +10.9% | +10.6% |
| 7D | +5.8% | -5.2% | +11.0% | +10.7% |
| 30D | +21.7% | -7.0% | +28.7% | +30.0% |
| 3M | -28.2% | +3.3% | -31.5% | -33.5% |
| 6M | -29.5% | -10.0% | -19.5% | -25.8% |
| YTD | -47.5% | -18.5% | -29.1% | -39.7% |
| 1Y | -20.8% | -14.4% | -6.4% | -13.8% |
| 3Y | -26.7% | +3.4% | -30.2% | -28.8% |
| All | +24.1% | +6.6% | +17.5% | +5.5% |
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 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