-26.3%
ALHC vs TKO
+268.0%
-294.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -3.3% | -2.6% | -0.7% | -3.1% |
| 3M | -37.9% | -7.8% | -30.2% | -37.5% |
| 6M | -29.5% | -7.0% | -22.5% | -29.1% |
| YTD | -35.4% | -8.5% | -26.8% | -35.0% |
| 1Y | -22.4% | -1.3% | -21.1% | -22.8% |
| 3Y | +146.3% | +105.0% | +41.4% | +116.7% |
| 5Y | -32.0% | +292.9% | -324.9% | -48.5% |
| All | -26.3% | +268.0% | -294.3% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling