+34.5%
TMO vs ALHC
-33.8%
+68.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | -0.6% | -6.9% | +6.2% | -0.1% |
| 30D | +1.1% | -6.7% | +7.9% | +1.6% |
| 3M | +28.3% | -37.7% | +66.0% | +32.2% |
| 6M | +23.3% | -30.0% | +53.2% | +25.2% |
| YTD | +5.5% | -36.2% | +41.6% | +7.6% |
| 1Y | +24.5% | -22.9% | +47.4% | +25.2% |
| 3Y | +19.6% | +138.4% | -118.8% | +4.8% |
| 5Y | +8.1% | -32.8% | +40.9% | +1.0% |
| All | +34.5% | -33.8% | +68.3% | +23.3% |
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