+52.8%
TMUS vs ALHC
-65.3%
+118.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | +8.2% | -5.5% | +13.7% | +8.5% |
| 30D | +13.4% | -4.9% | +18.3% | +13.6% |
| 3M | -3.0% | -41.7% | +38.7% | -0.2% |
| 6M | -8.8% | -55.2% | +46.4% | -5.2% |
| YTD | -13.8% | -61.1% | +47.2% | -10.1% |
| 1Y | -17.1% | -53.3% | +36.3% | -14.5% |
| 3Y | +22.7% | +28.2% | -5.5% | +14.6% |
| 5Y | +52.8% | -65.8% | +118.6% | +51.9% |
| All | +52.8% | -65.3% | +118.1% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling