-24.9%
TSLL vs GEHC
+17.5%
-42.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.4% | -19.5% | -19.8% |
| 7D | -28.9% | +9.6% | -38.5% | -34.5% |
| 30D | -21.4% | +29.4% | -50.8% | -38.5% |
| 3M | +5.0% | +19.3% | -14.3% | -11.2% |
| 6M | -36.6% | +37.4% | -73.9% | -56.1% |
| YTD | -56.6% | +2.3% | -59.0% | -59.3% |
| 1Y | -60.9% | +11.0% | -71.9% | -67.2% |
| All | -24.9% | +17.5% | -42.3% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling