+18.3%
TMO vs ALHC
+146.3%
-128.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.3% |
| 7D | -2.5% | -5.8% | +3.3% | -2.2% |
| 30D | -0.3% | -3.3% | +3.0% | -0.2% |
| 3M | +25.3% | -37.9% | +63.2% | +27.5% |
| 6M | +20.9% | -29.5% | +50.4% | +21.9% |
| YTD | +4.3% | -35.4% | +39.7% | +5.4% |
| 1Y | +27.0% | -22.4% | +49.5% | +27.7% |
| All | +18.3% | +146.3% | -128.1% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling