+300.7%
TSM vs ALHC
-28.9%
+329.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | -0.6% | +3.3% | +2.8% |
| 30D | +3.6% | -1.0% | +4.6% | +3.6% |
| 3M | -3.4% | -10.2% | +6.8% | -3.4% |
| 6M | +20.6% | -28.3% | +48.9% | +21.8% |
| YTD | +41.9% | -31.4% | +73.3% | +43.4% |
| 1Y | +84.4% | -16.9% | +101.3% | +84.0% |
| 3Y | +380.2% | +135.5% | +244.7% | +319.5% |
| 5Y | +275.3% | -33.6% | +309.0% | +253.4% |
| All | +300.7% | -28.9% | +329.6% | +249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling