-8.6%
TEL vs ALHC
-51.4%
+42.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.1% | -9.9% | -0.3% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +0.6% | -4.2% | +4.8% | +0.6% |
| 3M | +2.0% | -39.8% | +41.8% | +4.5% |
| 6M | +8.1% | -57.7% | +65.8% | +12.6% |
| YTD | -2.2% | -58.8% | +56.6% | -0.5% |
| 1Y | -8.6% | -52.4% | +43.8% | -11.3% |
| All | -8.6% | -51.4% | +42.8% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling