+60.5%
TEM vs ALHC
+68.0%
-7.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +38.4% | -1.0% | +39.4% | +38.3% |
| 3M | +23.7% | -10.2% | +33.8% | +25.0% |
| 6M | +26.0% | -28.3% | +54.3% | +31.9% |
| YTD | +9.4% | -31.4% | +40.9% | +15.3% |
| 1Y | -17.3% | -16.9% | -0.3% | -16.1% |
| All | +60.5% | +68.0% | -7.4% | +13.7% |
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