+66.3%
TPG vs ALHC
+33.5%
+32.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -2.0% | -3.8% |
| 7D | -11.8% | -5.8% | -6.0% | -11.3% |
| 30D | -6.3% | -3.3% | -2.9% | -6.0% |
| 3M | +13.6% | -37.9% | +51.5% | +18.4% |
| 6M | +13.8% | -29.5% | +43.3% | +16.0% |
| YTD | -23.7% | -35.4% | +11.7% | -21.7% |
| 1Y | -18.2% | -22.4% | +4.3% | -17.8% |
| 3Y | +80.1% | +146.3% | -66.2% | +45.0% |
| All | +66.3% | +33.5% | +32.8% | +40.2% |
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