+15.0%
TSLL vs GEHC
+10.0%
+5.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.6% | -10.7% |
| 7D | +1.9% | -4.0% | +5.9% | +5.7% |
| 30D | +17.8% | -2.0% | +19.7% | +20.4% |
| 3M | -37.0% | +8.0% | -45.0% | -43.9% |
| 6M | -37.7% | -12.8% | -24.9% | -31.7% |
| YTD | -51.4% | -15.9% | -35.4% | -45.4% |
| 1Y | -23.4% | -6.9% | -16.4% | -23.5% |
| 3Y | -30.8% | 0.0% | -30.7% | -31.4% |
| All | +15.0% | +10.0% | +5.1% | -4.6% |
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 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