+482.1%
TSM vs GEHC
+10.0%
+472.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.2% |
| 7D | +2.7% | -4.0% | +6.7% | +3.9% |
| 30D | +3.6% | -2.0% | +5.6% | +4.1% |
| 3M | -3.4% | +8.0% | -11.3% | -6.8% |
| 6M | +20.6% | -12.8% | +33.4% | +25.2% |
| YTD | +41.9% | -15.9% | +57.8% | +48.6% |
| 1Y | +84.4% | -6.9% | +91.3% | +85.1% |
| 3Y | +380.2% | 0.0% | +380.3% | +356.3% |
| All | +482.1% | +10.0% | +472.1% | +439.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling