+76.4%
TEL vs ALHC
-28.9%
+105.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +3.0% | -0.6% | +3.5% | +3.0% |
| 30D | -3.9% | -1.0% | -2.9% | -3.9% |
| 3M | -5.1% | -10.2% | +5.0% | -5.1% |
| 6M | +0.6% | -28.3% | +28.9% | +2.0% |
| YTD | -7.3% | -31.4% | +24.2% | -5.9% |
| 1Y | +1.1% | -16.9% | +18.1% | +1.1% |
| 3Y | +63.7% | +135.5% | -71.8% | +42.7% |
| 5Y | +50.7% | -33.6% | +84.3% | +42.9% |
| All | +76.4% | -28.9% | +105.3% | +58.8% |
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