+265.7%
TSM vs ALHC
-66.2%
+331.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.6% |
| 7D | +6.2% | +0.3% | +5.9% | +6.2% |
| 30D | -7.3% | -10.6% | +3.3% | -6.7% |
| 3M | -7.1% | -45.3% | +38.2% | -4.6% |
| 6M | +0.2% | -59.7% | +59.9% | +4.0% |
| YTD | +32.2% | -62.7% | +95.0% | +37.4% |
| 1Y | +42.8% | -56.1% | +98.9% | +46.8% |
| 3Y | +330.4% | +21.3% | +309.1% | +290.2% |
| All | +265.7% | -66.2% | +331.9% | +289.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling