+15.7%
TFC vs ALHC
-53.4%
+69.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.2% | -5.5% | +4.3% | -0.7% |
| 30D | +7.8% | -4.9% | +12.7% | +8.1% |
| 3M | -3.0% | -41.7% | +38.8% | +0.9% |
| 6M | +5.8% | -55.2% | +61.0% | +11.3% |
| YTD | +5.3% | -61.1% | +66.4% | +10.6% |
| 1Y | +15.7% | -53.3% | +69.0% | +18.3% |
| All | +15.7% | -53.4% | +69.0% | +18.3% |
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