+128.7%
TD vs ALHC
-28.9%
+157.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | +0.4% | -1.0% | +1.4% | +0.4% |
| 3M | +7.6% | -10.2% | +17.8% | +7.8% |
| 6M | +25.0% | -28.3% | +53.3% | +26.1% |
| YTD | +31.0% | -31.4% | +62.4% | +32.2% |
| 1Y | +65.2% | -16.9% | +82.1% | +65.4% |
| 3Y | +122.5% | +135.5% | -13.0% | +109.9% |
| 5Y | +124.8% | -33.6% | +158.4% | +115.4% |
| All | +128.7% | -28.9% | +157.6% | +115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling