+131.2%
TDG vs ALHC
-33.0%
+164.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | -2.7% | -5.8% | +3.1% | -2.2% |
| 30D | -9.3% | -3.3% | -5.9% | -9.1% |
| 3M | -7.1% | -37.9% | +30.9% | -4.1% |
| 6M | -11.2% | -29.5% | +18.4% | -9.8% |
| YTD | -15.3% | -35.4% | +20.1% | -13.5% |
| 1Y | -12.5% | -22.4% | +10.0% | -12.1% |
| 3Y | +51.2% | +146.3% | -95.1% | +31.7% |
| 5Y | +126.1% | -32.0% | +158.1% | +115.7% |
| All | +131.2% | -33.0% | +164.2% | +114.3% |
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