-33.0%
TSLL vs GEHC
+11.9%
-44.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.2% | -3.9% |
| 7D | +17.8% | +0.8% | +17.1% | +17.7% |
| 30D | +8.2% | +21.3% | -13.1% | +5.4% |
| 3M | +20.9% | +12.6% | +8.3% | +19.1% |
| 6M | -37.5% | +34.3% | -71.8% | -40.6% |
| YTD | -44.5% | +1.4% | -45.9% | -42.2% |
| 1Y | -33.0% | +12.5% | -45.4% | -32.5% |
| All | -33.0% | +11.9% | -44.9% | -32.5% |
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 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