-18.8%
TNA vs ALHC
-28.9%
+10.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | -4.9% | -1.0% | -3.9% | -4.8% |
| 3M | +0.4% | -10.2% | +10.5% | -0.4% |
| 6M | +32.5% | -28.3% | +60.8% | +39.1% |
| YTD | +53.7% | -31.4% | +85.2% | +63.2% |
| 1Y | +65.1% | -16.9% | +82.0% | +63.9% |
| 3Y | +98.4% | +135.5% | -37.0% | +14.6% |
| 5Y | -22.5% | -33.6% | +11.2% | -38.0% |
| All | -18.8% | -28.9% | +10.1% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling