-25.1%
ALHC vs TCOM
+26.3%
-51.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -1.0% | -7.6% | +6.7% | +0.3% |
| 30D | -6.3% | -12.2% | +5.9% | -4.5% |
| 3M | -12.3% | -14.2% | +1.9% | -10.7% |
| 6M | -27.0% | -25.0% | -2.0% | -23.8% |
| YTD | -31.8% | -43.7% | +11.8% | -25.6% |
| 1Y | -17.0% | -44.5% | +27.5% | -9.3% |
| 3Y | +159.8% | +13.4% | +146.4% | +130.3% |
| 5Y | -25.1% | +26.5% | -51.6% | -44.1% |
| All | -25.1% | +26.3% | -51.4% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling