+52.1%
TEL vs ALHC
-30.4%
+82.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.1% |
| 7D | +1.2% | -4.1% | +5.3% | +1.5% |
| 30D | -4.1% | -5.4% | +1.3% | -3.8% |
| 3M | -2.6% | -32.1% | +29.6% | -0.3% |
| 6M | 0.0% | -28.5% | +28.5% | +1.4% |
| YTD | -9.1% | -34.0% | +25.0% | -7.4% |
| 1Y | -0.8% | -20.9% | +20.1% | -0.5% |
| 3Y | +67.4% | +151.5% | -84.2% | +43.7% |
| All | +52.1% | -30.4% | +82.6% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling