+239.0%
TSEM vs ALHC
-14.5%
+253.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | +10.4% | -1.0% | +11.4% | +10.5% |
| 30D | -12.9% | -6.3% | -6.6% | -12.7% |
| 3M | -9.2% | -12.3% | +3.1% | -9.3% |
| 6M | +98.8% | -27.0% | +125.8% | +101.2% |
| YTD | +87.2% | -31.8% | +119.1% | +91.6% |
| 1Y | +239.0% | -17.0% | +256.0% | +241.5% |
| All | +239.0% | -14.5% | +253.5% | +241.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling