-84.6%
TMF vs ALHC
-61.5%
-23.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.1% |
| 7D | +1.2% | +1.0% | +0.2% | +1.1% |
| 30D | +19.7% | -14.2% | +33.9% | +20.3% |
| 3M | -2.1% | -45.1% | +43.0% | 0.0% |
| 6M | -13.4% | -59.5% | +46.1% | -10.9% |
| YTD | -16.7% | -62.8% | +46.1% | -14.1% |
| 1Y | -23.3% | -55.5% | +32.1% | -21.6% |
| 3Y | -24.8% | +25.7% | -50.5% | -28.1% |
| 5Y | -88.0% | -66.8% | -21.3% | -87.7% |
| All | -84.6% | -61.5% | -23.1% | -84.1% |
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