+264.1%
TSM vs ALHC
-61.8%
+325.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.6% |
| 7D | -2.5% | +3.9% | -6.4% | -2.7% |
| 30D | -14.3% | -3.6% | -10.6% | -14.1% |
| 3M | -7.2% | -49.4% | +42.2% | -4.2% |
| 6M | -5.1% | -59.5% | +54.3% | -1.5% |
| YTD | +28.9% | -63.2% | +92.1% | +34.2% |
| 1Y | +37.1% | -55.5% | +92.6% | +40.9% |
| 3Y | +341.5% | +23.0% | +318.5% | +301.4% |
| 5Y | +245.7% | -65.7% | +311.4% | +237.3% |
| All | +264.1% | -61.8% | +325.9% | +227.0% |
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