+9.4%
TFC vs ALHC
-59.6%
+69.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.2% | -5.5% | +4.3% | -0.8% |
| 30D | +7.8% | -4.9% | +12.7% | +8.0% |
| 3M | -3.0% | -41.7% | +38.8% | +0.2% |
| 6M | +5.8% | -55.2% | +61.0% | +10.4% |
| YTD | +5.3% | -61.1% | +66.4% | +10.6% |
| 1Y | +15.7% | -53.3% | +69.0% | +20.0% |
| 3Y | +94.8% | +28.2% | +66.6% | +82.9% |
| 5Y | 0.0% | -65.8% | +65.8% | -2.8% |
| All | +9.4% | -59.6% | +69.1% | +4.0% |
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 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