-39.7%
TSLL vs GEHC
+11.3%
-51.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.5% |
| 7D | +33.0% | -2.3% | +35.2% | +33.4% |
| 30D | +7.7% | +19.0% | -11.3% | +4.9% |
| 3M | +34.7% | +13.3% | +21.4% | +32.4% |
| 6M | -31.5% | +31.5% | -63.0% | -35.0% |
| YTD | -42.4% | 0.0% | -42.3% | -39.7% |
| 1Y | -39.7% | +9.4% | -49.1% | -42.4% |
| All | -39.7% | +11.3% | -51.0% | -42.4% |
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