+16.2%
TFC vs ALHC
-52.7%
+68.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -0.6% |
| 7D | +1.7% | +3.8% | -2.1% | +1.4% |
| 30D | +9.0% | +1.7% | +7.3% | +8.7% |
| 3M | -2.1% | -44.3% | +42.2% | +2.2% |
| 6M | +3.4% | -57.2% | +60.6% | +9.4% |
| YTD | +5.3% | -61.2% | +66.5% | +10.6% |
| 1Y | +16.2% | -53.2% | +69.3% | +17.5% |
| All | +16.2% | -52.7% | +68.8% | +17.5% |
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