+69.5%
TXN vs GEHC
+2.6%
+67.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.6% |
| 7D | +2.0% | -7.9% | +9.8% | +4.4% |
| 30D | -8.0% | -11.7% | +3.7% | -4.6% |
| 3M | -7.8% | +0.8% | -8.6% | -9.1% |
| 6M | +32.4% | -11.6% | +44.0% | +35.8% |
| YTD | +51.7% | -21.6% | +73.3% | +62.9% |
| 1Y | +44.3% | -15.3% | +59.6% | +50.0% |
| 3Y | +71.3% | -0.5% | +71.8% | +64.3% |
| All | +69.5% | +2.6% | +67.0% | +60.5% |
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 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