+84.2%
TEL vs ALHC
-60.6%
+144.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | -0.6% |
| 7D | +5.6% | -0.8% | +6.3% | +5.6% |
| 30D | +0.9% | -9.6% | +10.5% | +1.5% |
| 3M | +2.1% | -44.5% | +46.6% | +5.8% |
| 6M | +2.7% | -59.2% | +61.9% | +7.9% |
| YTD | -3.2% | -62.0% | +58.8% | +1.8% |
| 1Y | -10.6% | -54.8% | +44.2% | -7.2% |
| 3Y | +79.8% | +25.0% | +54.8% | +64.1% |
| 5Y | +43.3% | -65.3% | +108.6% | +41.9% |
| All | +84.2% | -60.6% | +144.8% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling