-86.0%
TMF vs ALHC
-61.4%
-24.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.3% |
| 7D | -9.3% | +0.3% | -9.5% | -9.3% |
| 30D | +1.9% | -10.6% | +12.5% | +2.3% |
| 3M | -11.2% | -45.3% | +34.1% | -9.3% |
| 6M | -17.7% | -59.7% | +42.0% | -15.2% |
| YTD | -24.5% | -62.7% | +38.3% | -22.1% |
| 1Y | -29.4% | -56.1% | +26.7% | -27.7% |
| 3Y | -33.4% | +21.3% | -54.7% | -36.3% |
| 5Y | -88.7% | -66.0% | -22.7% | -88.4% |
| All | -86.0% | -61.4% | -24.6% | -85.5% |
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 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