-22.6%
TMF vs ALHC
-55.2%
+32.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.1% |
| 7D | +0.6% | +3.9% | -3.3% | +0.4% |
| 30D | +16.3% | -3.6% | +20.0% | +16.3% |
| 3M | -2.7% | -49.4% | +46.7% | -0.1% |
| 6M | -13.2% | -59.5% | +46.3% | -10.4% |
| YTD | -16.7% | -63.2% | +46.5% | -14.0% |
| All | -22.6% | -55.2% | +32.6% | -22.4% |
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