+125.1%
TDG vs ALHC
-65.9%
+191.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -3.2% |
| 7D | +1.2% | -0.8% | +2.0% | +1.2% |
| 30D | +8.1% | -9.6% | +17.8% | +8.8% |
| 3M | -2.6% | -44.5% | +41.9% | +1.2% |
| 6M | +1.0% | -59.2% | +60.2% | +6.5% |
| YTD | -9.5% | -62.0% | +52.5% | -4.5% |
| 1Y | -8.0% | -54.8% | +46.8% | -4.3% |
| 3Y | +41.8% | +25.0% | +16.8% | +30.7% |
| 5Y | +125.1% | -65.3% | +190.4% | +146.3% |
| All | +125.1% | -65.9% | +191.0% | +146.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling