+86.6%
TPG vs ALHC
+41.6%
+45.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | -2.4% | -0.6% | -1.9% | -2.4% |
| 30D | +11.1% | -1.0% | +12.1% | +11.1% |
| 3M | +26.3% | -10.2% | +36.4% | +26.1% |
| 6M | +18.3% | -28.3% | +46.6% | +20.4% |
| YTD | -14.4% | -31.4% | +17.0% | -12.7% |
| 1Y | -6.7% | -16.9% | +10.2% | -7.0% |
| 3Y | +111.5% | +135.5% | -24.0% | +72.2% |
| All | +86.6% | +41.6% | +45.0% | +56.4% |
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