+346.2%
TSM vs ALHC
+28.2%
+318.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | +4.4% | -5.5% | +10.0% | +4.5% |
| 30D | -7.0% | -4.9% | -2.0% | -6.9% |
| 3M | -1.8% | -41.7% | +39.9% | -1.9% |
| 6M | +2.7% | -55.2% | +57.9% | +2.6% |
| YTD | +37.1% | -61.1% | +98.2% | +36.9% |
| 1Y | +43.5% | -53.3% | +96.8% | +43.5% |
| All | +346.2% | +28.2% | +318.0% | +340.4% |
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