+696.1%
TSEM vs ALHC
-28.9%
+725.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.9% | +7.9% |
| 7D | +6.9% | -0.6% | +7.5% | +6.9% |
| 30D | +5.3% | -1.0% | +6.3% | +5.4% |
| 3M | -14.9% | -10.2% | -4.8% | -15.0% |
| 6M | +80.0% | -28.3% | +108.3% | +82.1% |
| YTD | +89.4% | -31.4% | +120.8% | +91.9% |
| 1Y | +253.1% | -16.9% | +270.0% | +252.8% |
| 3Y | +642.1% | +135.5% | +506.6% | +552.1% |
| 5Y | +659.1% | -33.6% | +692.7% | +575.3% |
| All | +696.1% | -28.9% | +725.0% | +587.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling