-42.5%
TNA vs ALHC
-65.3%
+22.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -2.1% | -5.5% | +3.4% | -0.3% |
| 30D | +3.1% | -4.9% | +8.0% | +4.5% |
| 3M | -20.2% | -41.7% | +21.6% | -7.9% |
| 6M | -10.0% | -55.2% | +45.2% | +7.7% |
| YTD | +30.3% | -61.1% | +91.4% | +61.4% |
| 1Y | +31.1% | -53.3% | +84.4% | +52.1% |
| 3Y | +149.4% | +28.2% | +121.2% | +66.3% |
| 5Y | -42.5% | -65.8% | +23.3% | -30.3% |
| All | -42.5% | -65.3% | +22.8% | -30.3% |
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 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