-3.3%
TSLL vs GEHC
+20.5%
-23.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.9% | +9.2% |
| 7D | -14.3% | +5.6% | -19.9% | -18.4% |
| 30D | -6.2% | +27.9% | -34.0% | -25.7% |
| 3M | +21.2% | +17.1% | +4.0% | +4.2% |
| 6M | -36.6% | +32.5% | -69.1% | -54.2% |
| YTD | -47.8% | +2.7% | -50.4% | -51.1% |
| 1Y | -45.2% | +15.3% | -60.5% | -56.2% |
| 3Y | -3.3% | +23.7% | -26.9% | -8.3% |
| All | -3.3% | +20.5% | -23.7% | -8.3% |
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