+14.4%
TFC vs ALHC
-16.6%
+31.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | -0.6% | +3.0% | +2.5% |
| 30D | -1.3% | -1.0% | -0.3% | -1.3% |
| 3M | +6.1% | -10.2% | +16.2% | +5.9% |
| 6M | +7.3% | -28.3% | +35.6% | +8.9% |
| YTD | +8.2% | -31.4% | +39.6% | +9.5% |
| 1Y | +14.4% | -16.9% | +31.4% | +13.8% |
| All | +14.4% | -16.6% | +31.1% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling