+75.4%
TSM vs GEHC
-16.2%
+91.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-09 to 2026-09-09.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | +4.8% | -7.6% | +12.4% | +5.5% |
| 30D | +4.0% | -10.7% | +14.7% | +5.0% |
| 3M | +2.0% | -1.2% | +3.2% | +2.2% |
| 6M | +25.5% | -13.7% | +39.2% | +29.9% |
| YTD | +44.0% | -20.4% | +64.4% | +51.0% |
| 1Y | +75.4% | -17.0% | +92.5% | +77.5% |
| All | +75.4% | -16.2% | +91.6% | +77.5% |
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 2025-09-09 to 2026-09-09: 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…
2025-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling