+8.6%
TFC vs ALHC
-60.6%
+69.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | -0.6% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | +8.6% | -9.6% | +18.3% | +9.3% |
| 3M | -4.3% | -44.5% | +40.2% | -0.9% |
| 6M | +5.4% | -59.2% | +64.6% | +10.7% |
| YTD | +4.5% | -62.0% | +66.5% | +9.9% |
| 1Y | +14.0% | -54.8% | +68.8% | +18.5% |
| 3Y | +93.4% | +25.0% | +68.4% | +81.9% |
| 5Y | +0.5% | -65.3% | +65.8% | -2.2% |
| All | +8.6% | -60.6% | +69.3% | +3.4% |
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 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