+135.2%
TD vs ALHC
-61.8%
+197.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | -0.6% | +3.9% | -4.5% | -0.8% |
| 30D | +7.9% | -3.6% | +11.6% | +8.1% |
| 3M | +3.1% | -49.4% | +52.5% | +5.7% |
| 6M | +17.2% | -59.5% | +76.6% | +20.8% |
| YTD | +34.7% | -63.2% | +97.9% | +39.1% |
| 1Y | +56.9% | -55.5% | +112.4% | +60.7% |
| 3Y | +134.7% | +23.0% | +111.7% | +127.5% |
| 5Y | +104.8% | -65.7% | +170.5% | +100.8% |
| All | +135.2% | -61.8% | +197.0% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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