-24.3%
TMF vs ALHC
-51.4%
+27.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.1% | -7.7% | +2.1% |
| 7D | +4.0% | -0.5% | +4.5% | +4.0% |
| 30D | +19.5% | -4.2% | +23.7% | +19.5% |
| 3M | -3.5% | -39.8% | +36.3% | -1.8% |
| 6M | -10.6% | -57.7% | +47.2% | -7.8% |
| YTD | -17.1% | -58.8% | +41.7% | -14.6% |
| 1Y | -24.3% | -52.4% | +28.1% | -22.9% |
| All | -24.3% | -51.4% | +27.2% | -22.9% |
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