+59.7%
TEM vs ALHC
+67.0%
-7.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +3.2% | -1.0% | +4.2% | +3.4% |
| 30D | +23.5% | -6.3% | +29.8% | +24.7% |
| 3M | +32.3% | -12.3% | +44.6% | +34.4% |
| 6M | +23.0% | -27.0% | +50.0% | +28.4% |
| YTD | +8.9% | -31.8% | +40.7% | +14.9% |
| 1Y | -19.9% | -17.0% | -2.8% | -18.7% |
| All | +59.7% | +67.0% | -7.3% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling