-21.8%
ALHC vs TCOM
+8.1%
-29.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -0.6% | -9.5% | +8.9% | +1.2% |
| 30D | -1.0% | -10.7% | +9.7% | +0.9% |
| 3M | -10.2% | -14.6% | +4.5% | -8.2% |
| 6M | -28.3% | -19.3% | -9.0% | -25.9% |
| YTD | -31.4% | -42.9% | +11.5% | -24.7% |
| 1Y | -16.9% | -43.8% | +26.9% | -8.6% |
| 3Y | +135.5% | +2.1% | +133.4% | +113.1% |
| 5Y | -33.6% | +31.2% | -64.8% | -48.5% |
| All | -21.8% | +8.1% | -29.9% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling