-44.0%
TSLL vs GEHC
+12.6%
-56.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.0% | +6.0% |
| 7D | +0.5% | -3.7% | +4.2% | +1.1% |
| 30D | +2.7% | +22.0% | -19.3% | -0.3% |
| 3M | +26.3% | +13.6% | +12.7% | +24.2% |
| 6M | -37.2% | +34.0% | -71.2% | -40.6% |
| YTD | -44.2% | +0.9% | -45.1% | -42.0% |
| 1Y | -44.0% | +12.7% | -56.7% | -47.5% |
| All | -44.0% | +12.6% | -56.6% | -47.5% |
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