-22.5%
TNA vs ALHC
-27.5%
+5.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -1.0% | -3.2% |
| 7D | -3.6% | -4.1% | +0.5% | -2.3% |
| 30D | -10.1% | -5.4% | -4.6% | -8.6% |
| 3M | +2.7% | -32.1% | +34.8% | +13.0% |
| 6M | +38.4% | -28.5% | +66.9% | +45.3% |
| YTD | +45.4% | -34.0% | +79.5% | +56.4% |
| 1Y | +55.9% | -20.9% | +76.9% | +57.2% |
| 3Y | +109.8% | +151.5% | -41.7% | +13.5% |
| 5Y | -22.5% | -28.8% | +6.3% | -40.0% |
| All | -22.5% | -27.5% | +5.0% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling