+9.6%
TFC vs ALHC
-61.8%
+71.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +0.3% | +3.9% | -3.5% | 0.0% |
| 30D | +9.2% | -3.6% | +12.8% | +9.3% |
| 3M | -2.9% | -49.4% | +46.5% | +1.2% |
| 6M | +3.5% | -59.5% | +63.0% | +8.7% |
| YTD | +5.4% | -63.2% | +68.6% | +11.2% |
| 1Y | +17.3% | -55.5% | +72.8% | +22.1% |
| 3Y | +96.7% | +23.0% | +73.7% | +85.2% |
| 5Y | -1.1% | -65.7% | +64.6% | -3.6% |
| All | +9.6% | -61.8% | +71.4% | +4.6% |
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