+46.7%
TQQQ vs ALHC
-66.2%
+112.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -3.3% |
| 7D | +10.4% | +0.3% | +10.1% | +10.3% |
| 30D | -22.2% | -10.6% | -11.6% | -20.2% |
| 3M | -25.1% | -45.3% | +20.2% | -16.2% |
| 6M | -25.0% | -59.7% | +34.7% | -13.2% |
| YTD | +10.1% | -62.7% | +72.8% | +27.7% |
| 1Y | +11.0% | -56.1% | +67.2% | +23.1% |
| 3Y | +195.0% | +21.3% | +173.7% | +104.8% |
| All | +46.7% | -66.2% | +112.9% | +73.0% |
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