+11.4%
TSLL vs GEHC
+31.6%
-20.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.6% | +10.3% | +10.0% |
| 7D | -21.2% | +7.6% | -28.8% | -26.3% |
| 30D | -13.3% | +27.5% | -40.8% | -30.9% |
| 3M | +15.4% | +17.2% | -1.8% | -0.7% |
| 6M | -34.2% | +33.6% | -67.8% | -52.6% |
| YTD | -52.9% | +0.6% | -53.5% | -55.6% |
| 1Y | -54.3% | +11.3% | -65.6% | -61.9% |
| 3Y | -18.4% | +16.5% | -34.9% | -30.4% |
| All | +11.4% | +31.6% | -20.2% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling