+322.0%
TSM vs GEHC
+15.6%
+306.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +8.0% | +6.8% |
| 7D | -7.6% | +7.6% | -15.1% | -9.4% |
| 30D | -20.5% | +27.5% | -47.9% | -25.8% |
| 3M | -10.0% | +17.2% | -27.2% | -14.1% |
| 6M | -10.1% | +33.6% | -43.6% | -18.6% |
| YTD | +24.5% | +0.6% | +23.9% | +24.3% |
| 1Y | +31.2% | +11.3% | +19.9% | +25.5% |
| 3Y | +322.0% | +16.5% | +305.5% | +291.5% |
| All | +322.0% | +15.6% | +306.4% | +291.5% |
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 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