+17.6%
TEM vs ALHC
-55.2%
+72.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.0% | +11.1% |
| 7D | +7.6% | +3.9% | +3.7% | +7.2% |
| 30D | +19.0% | -3.6% | +22.7% | +19.4% |
| 3M | +62.2% | -49.4% | +111.6% | +72.9% |
| 6M | +69.4% | -59.5% | +128.8% | +90.3% |
| YTD | +43.0% | -63.2% | +106.2% | +55.7% |
| All | +17.6% | -55.2% | +72.8% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling