+36.0%
TSM vs ALHC
-51.4%
+87.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.1% | -12.4% | -2.4% |
| 7D | -10.0% | -0.5% | -9.5% | -10.0% |
| 30D | -18.5% | -4.2% | -14.3% | -18.5% |
| 3M | -4.9% | -39.8% | +34.9% | -4.6% |
| 6M | -1.0% | -57.7% | +56.8% | +1.1% |
| YTD | +31.3% | -58.8% | +90.0% | +31.6% |
| 1Y | +36.0% | -52.4% | +88.4% | +32.7% |
| All | +36.0% | -51.4% | +87.4% | +32.7% |
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 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