+33.0%
TSM vs ALHC
-55.2%
+88.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.5% |
| 7D | -2.5% | +3.9% | -6.4% | -2.4% |
| 30D | -14.3% | -3.6% | -10.6% | -14.0% |
| 3M | -7.2% | -49.4% | +42.2% | -6.7% |
| 6M | -5.1% | -59.5% | +54.3% | -3.6% |
| YTD | +28.9% | -63.2% | +92.1% | +29.8% |
| All | +33.0% | -55.2% | +88.2% | +31.2% |
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