+495.7%
TSM vs GEHC
+6.6%
+489.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +3.2% |
| 7D | +6.0% | -5.2% | +11.2% | +7.6% |
| 30D | +4.5% | -7.0% | +11.5% | +6.6% |
| 3M | +3.1% | +3.3% | -0.2% | +0.9% |
| 6M | +30.2% | -10.0% | +40.2% | +33.2% |
| YTD | +45.2% | -18.5% | +63.7% | +53.4% |
| 1Y | +79.6% | -14.4% | +94.0% | +85.5% |
| 3Y | +411.0% | +3.4% | +407.6% | +379.8% |
| All | +495.7% | +6.6% | +489.1% | +456.7% |
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