+52.0%
TNA vs ALHC
-22.7%
+74.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -1.0% | -2.7% |
| 7D | -7.6% | -5.8% | -1.8% | -6.6% |
| 30D | -13.6% | -3.3% | -10.3% | -13.2% |
| 3M | +2.8% | -37.9% | +40.8% | +10.9% |
| 6M | +34.5% | -29.5% | +64.0% | +36.5% |
| YTD | +41.0% | -35.4% | +76.4% | +44.8% |
| 1Y | +52.0% | -22.4% | +74.4% | +40.3% |
| All | +52.0% | -22.7% | +74.7% | +40.3% |
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