+271.4%
TSM vs ALHC
-59.7%
+331.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | +1.7% |
| 7D | -2.1% | +3.8% | -5.8% | -2.3% |
| 30D | -12.5% | +1.7% | -14.2% | -12.6% |
| 3M | -5.0% | -44.3% | +39.3% | -2.4% |
| 6M | -3.2% | -57.2% | +54.0% | +0.2% |
| YTD | +31.5% | -61.2% | +92.7% | +36.5% |
| 1Y | +35.7% | -53.2% | +88.9% | +39.1% |
| 3Y | +323.5% | +27.8% | +295.7% | +284.5% |
| 5Y | +263.4% | -65.4% | +328.8% | +254.8% |
| All | +271.4% | -59.7% | +331.2% | +232.6% |
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