+583.3%
TLN vs ALHC
+28.2%
+555.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +15.9% | -5.5% | +21.4% | +16.0% |
| 30D | -0.3% | -4.9% | +4.7% | -0.2% |
| 3M | +5.8% | -41.7% | +47.6% | +6.9% |
| 6M | -1.2% | -55.2% | +54.0% | +0.3% |
| YTD | +1.0% | -61.1% | +62.1% | +2.9% |
| 1Y | +1.1% | -53.3% | +54.4% | +3.1% |
| All | +583.3% | +28.2% | +555.2% | +671.7% |
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