-84.4%
TMF vs ALHC
-28.9%
-55.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | -0.6% | -0.8% | -1.4% |
| 30D | -2.8% | -1.0% | -1.8% | -2.8% |
| 3M | -10.9% | -10.2% | -0.8% | -10.8% |
| 6M | -21.3% | -28.3% | +7.0% | -20.7% |
| YTD | -15.9% | -31.4% | +15.6% | -15.1% |
| 1Y | -15.7% | -16.9% | +1.2% | -15.7% |
| 3Y | -43.4% | +135.5% | -178.8% | -47.0% |
| 5Y | -87.8% | -33.6% | -54.1% | -87.8% |
| All | -84.4% | -28.9% | -55.5% | -84.2% |
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