-33.5%
TSEM vs ALHC
-58.9%
+25.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.0% | +11.8% | +10.8% |
| 7D | -2.0% | +3.9% | -5.8% | -1.6% |
| 30D | -33.4% | -3.6% | -29.8% | -33.3% |
| 3M | -39.7% | -49.4% | +9.7% | -42.1% |
| All | -33.5% | -58.9% | +25.5% | -34.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling