+675.4%
TSEM vs ALHC
-31.6%
+707.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.3% |
| 7D | +4.7% | -4.1% | +8.8% | +5.0% |
| 30D | -14.2% | -5.4% | -8.8% | -13.9% |
| 3M | -5.0% | -32.1% | +27.1% | -3.2% |
| 6M | +87.6% | -28.5% | +116.1% | +89.7% |
| YTD | +84.4% | -34.0% | +118.5% | +87.4% |
| 1Y | +235.4% | -20.9% | +256.3% | +236.2% |
| 3Y | +668.0% | +151.5% | +516.4% | +569.7% |
| 5Y | +644.7% | -28.8% | +673.6% | +558.1% |
| All | +675.4% | -31.6% | +707.0% | +571.7% |
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