+67.6%
TEL vs ALHC
+141.7%
-74.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -1.4% | -1.0% | -0.5% | -1.4% |
| 30D | -4.9% | -6.3% | +1.5% | -4.7% |
| 3M | +0.1% | -12.3% | +12.4% | +0.2% |
| 6M | +0.4% | -27.0% | +27.4% | +1.0% |
| YTD | -8.9% | -31.8% | +22.9% | -8.3% |
| 1Y | -0.3% | -17.0% | +16.7% | -0.1% |
| 3Y | +67.6% | +159.8% | -92.2% | +51.3% |
| All | +67.6% | +141.7% | -74.0% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling