+322.0%
TSM vs ALHC
+21.9%
+300.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.2% | +6.3% |
| 7D | -7.6% | +1.0% | -8.5% | -7.5% |
| 30D | -20.5% | -14.2% | -6.3% | -20.4% |
| 3M | -10.0% | -45.1% | +35.2% | -10.1% |
| 6M | -10.1% | -59.5% | +49.5% | -10.0% |
| YTD | +24.5% | -62.8% | +87.4% | +24.4% |
| 1Y | +31.2% | -55.5% | +86.7% | +31.3% |
| 3Y | +322.0% | +25.7% | +296.3% | +314.7% |
| All | +322.0% | +21.9% | +300.1% | +314.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling