+1.3%
TDG vs ALHC
-60.0%
+61.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +10.3% |
| 3M | -2.3% | -45.3% | +43.0% | +0.8% |
| 6M | +1.3% | -59.7% | +61.0% | +5.4% |
| All | +1.3% | -60.0% | +61.4% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling