+124.0%
TD vs ALHC
-31.6%
+155.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -1.0% |
| 7D | -1.9% | -4.1% | +2.2% | -1.7% |
| 30D | -1.6% | -5.4% | +3.8% | -1.4% |
| 3M | +4.6% | -32.1% | +36.8% | +6.1% |
| 6M | +26.8% | -28.5% | +55.3% | +27.9% |
| YTD | +28.3% | -34.0% | +62.3% | +29.7% |
| 1Y | +60.4% | -20.9% | +81.4% | +61.0% |
| 3Y | +125.7% | +151.5% | -25.8% | +112.1% |
| 5Y | +122.4% | -28.8% | +151.2% | +112.9% |
| All | +124.0% | -31.6% | +155.6% | +111.1% |
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