+33.0%
TMO vs ALHC
-29.3%
+62.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +0.4% | -1.0% | +1.4% | +0.5% |
| 30D | +1.5% | -6.3% | +7.9% | +1.9% |
| 3M | +28.5% | -12.3% | +40.8% | +28.8% |
| 6M | +20.4% | -27.0% | +47.4% | +21.9% |
| YTD | +4.3% | -31.8% | +36.1% | +5.9% |
| 1Y | +24.1% | -17.0% | +41.1% | +24.2% |
| 3Y | +17.5% | +159.8% | -142.4% | +2.3% |
| 5Y | +6.8% | -25.1% | +31.9% | -0.9% |
| All | +33.0% | -29.3% | +62.3% | +21.3% |
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 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