+88.9%
TEM vs ALHC
-8.9%
+97.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.9% | +10.9% | +8.4% |
| 7D | +5.3% | +1.0% | +4.3% | +5.0% |
| 30D | +8.1% | -14.2% | +22.3% | +10.0% |
| 3M | +64.9% | -45.1% | +110.0% | +77.0% |
| 6M | +42.1% | -59.5% | +101.7% | +60.0% |
| YTD | +28.8% | -62.8% | +91.6% | +46.4% |
| 1Y | +5.5% | -55.5% | +61.0% | +15.6% |
| All | +88.9% | -8.9% | +97.9% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling