+21.3%
ALHC vs TCOM
+26.7%
-5.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -1.9% |
| 7D | +0.3% | -1.8% | +2.1% | +0.3% |
| 30D | -10.6% | +12.1% | -22.7% | -10.5% |
| 3M | -45.3% | -3.2% | -42.1% | -45.2% |
| 6M | -59.7% | -16.6% | -43.1% | -59.3% |
| YTD | -62.7% | -39.4% | -23.3% | -62.0% |
| 1Y | -56.1% | -41.5% | -14.6% | -55.2% |
| 3Y | +21.3% | +24.4% | -3.1% | +12.7% |
| All | +21.3% | +26.7% | -5.4% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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