+45.3%
TEL vs ALHC
-65.3%
+110.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.4% | -5.5% | +5.2% | 0.0% |
| 30D | +1.0% | -4.9% | +5.9% | +1.3% |
| 3M | +0.7% | -41.7% | +42.5% | +3.9% |
| 6M | +7.3% | -55.2% | +62.5% | +11.8% |
| YTD | -2.5% | -61.1% | +58.6% | +2.3% |
| 1Y | -10.3% | -53.3% | +43.1% | -7.1% |
| 3Y | +81.1% | +28.2% | +53.0% | +64.4% |
| 5Y | +45.3% | -65.8% | +111.1% | +50.0% |
| All | +45.3% | -65.3% | +110.5% | +50.0% |
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