+442.6%
TSM vs GEHC
+32.6%
+409.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.1% |
| 7D | +6.2% | +0.8% | +5.4% | +6.0% |
| 30D | -7.3% | +21.3% | -28.6% | -12.4% |
| 3M | -7.1% | +12.6% | -19.7% | -10.5% |
| 6M | +0.2% | +34.3% | -34.1% | -9.6% |
| YTD | +32.2% | +1.4% | +30.8% | +30.9% |
| 1Y | +42.8% | +12.5% | +30.3% | +35.7% |
| 3Y | +330.4% | +19.2% | +311.2% | +288.6% |
| All | +442.6% | +32.6% | +409.9% | +375.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling