+142.7%
ALHC vs TCOM
+13.4%
+129.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.6% | -9.5% | +8.9% | -0.4% |
| 30D | -1.0% | -10.7% | +9.7% | -0.8% |
| 3M | -10.2% | -14.6% | +4.5% | -9.7% |
| 6M | -28.3% | -19.3% | -9.0% | -27.6% |
| YTD | -31.4% | -42.9% | +11.5% | -29.9% |
| 1Y | -16.9% | -43.8% | +26.9% | -15.1% |
| All | +142.7% | +13.4% | +129.2% | +121.6% |
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