+39.5%
TMUS vs ALHC
+136.3%
-96.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.5% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +5.3% | -1.0% | +6.3% | +5.3% |
| 3M | +3.1% | -10.2% | +13.3% | +3.3% |
| 6M | -16.5% | -28.3% | +11.8% | -15.8% |
| YTD | -9.2% | -31.4% | +22.3% | -8.4% |
| 1Y | -26.5% | -16.9% | -9.5% | -26.5% |
| All | +39.5% | +136.3% | -96.8% | +35.1% |
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