+528.3%
TLN vs ALHC
+21.9%
+506.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +10.0% | +7.1% |
| 7D | -1.3% | +1.0% | -2.3% | -1.3% |
| 30D | -10.5% | -14.2% | +3.7% | -10.3% |
| 3M | +0.1% | -45.1% | +45.2% | +1.3% |
| 6M | -17.4% | -59.5% | +42.1% | -15.9% |
| YTD | -9.7% | -62.8% | +53.2% | -7.8% |
| 1Y | -12.3% | -55.5% | +43.2% | -10.4% |
| 3Y | +528.3% | +25.7% | +502.6% | +579.8% |
| All | +528.3% | +21.9% | +506.3% | +579.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling