+680.9%
TLN vs ALHC
+21.4%
+659.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.0% | +8.2% | +7.2% |
| 7D | +9.1% | +3.9% | +5.2% | +9.0% |
| 30D | -4.1% | -3.6% | -0.4% | -4.0% |
| 3M | +4.4% | -49.4% | +53.8% | +5.6% |
| 6M | -6.0% | -59.5% | +53.4% | -4.6% |
| YTD | -3.1% | -63.2% | +60.1% | -1.5% |
| 1Y | -6.1% | -55.5% | +49.4% | -4.5% |
| 3Y | +575.3% | +23.0% | +552.3% | +592.1% |
| All | +680.9% | +21.4% | +659.6% | +701.9% |
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