+149.7%
TDG vs ALHC
-61.4%
+211.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.3% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | +9.7% | -10.6% | +20.3% | +10.5% |
| 3M | -2.3% | -45.3% | +43.0% | +1.6% |
| 6M | +1.3% | -59.7% | +61.0% | +6.9% |
| YTD | -8.5% | -62.7% | +54.3% | -3.2% |
| 1Y | -8.1% | -56.1% | +48.0% | -4.2% |
| 3Y | +43.4% | +21.3% | +22.1% | +32.9% |
| 5Y | +127.8% | -66.0% | +193.7% | +128.7% |
| All | +149.7% | -61.4% | +211.1% | +139.9% |
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