+109.8%
TEM vs ALHC
-9.8%
+119.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.0% | +11.2% |
| 7D | +7.6% | +3.9% | +3.7% | +6.9% |
| 30D | +19.0% | -3.6% | +22.7% | +19.3% |
| 3M | +62.2% | -49.4% | +111.6% | +76.6% |
| 6M | +69.4% | -59.5% | +128.8% | +90.4% |
| YTD | +43.0% | -63.2% | +106.2% | +62.7% |
| 1Y | +18.0% | -55.5% | +73.5% | +29.2% |
| All | +109.8% | -9.8% | +119.6% | +60.3% |
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