-24.7%
TNA vs ALHC
-33.8%
+9.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -7.3% | -6.9% | -0.4% | -5.2% |
| 30D | -14.2% | -6.7% | -7.4% | -12.4% |
| 3M | -4.6% | -37.7% | +33.1% | +8.0% |
| 6M | +36.9% | -30.0% | +66.9% | +44.6% |
| YTD | +42.5% | -36.2% | +78.7% | +54.7% |
| 1Y | +45.8% | -22.9% | +68.6% | +48.2% |
| 3Y | +104.7% | +138.4% | -33.7% | +16.8% |
| 5Y | -21.7% | -32.8% | +11.1% | -37.2% |
| All | -24.7% | -33.8% | +9.1% | -45.4% |
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