+138.4%
TDG vs ALHC
-28.9%
+167.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.0% | -0.6% | -1.4% | -2.0% |
| 30D | -7.4% | -1.0% | -6.4% | -7.4% |
| 3M | -5.4% | -10.2% | +4.8% | -5.4% |
| 6M | -11.6% | -28.3% | +16.6% | -10.4% |
| YTD | -12.6% | -31.4% | +18.8% | -11.2% |
| 1Y | -9.3% | -16.9% | +7.6% | -9.4% |
| 3Y | +49.2% | +135.5% | -86.3% | +31.0% |
| 5Y | +132.1% | -33.6% | +165.8% | +121.7% |
| All | +138.4% | -28.9% | +167.3% | +120.0% |
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