+913.1%
TRGP vs ALHC
-29.3%
+942.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | -0.6% | -1.0% | +0.4% | -0.6% |
| 30D | +14.6% | -6.3% | +20.9% | +14.8% |
| 3M | +11.9% | -12.3% | +24.3% | +11.9% |
| 6M | +25.3% | -27.0% | +52.3% | +26.1% |
| YTD | +61.9% | -31.8% | +93.7% | +63.2% |
| 1Y | +87.3% | -17.0% | +104.3% | +86.9% |
| 3Y | +268.0% | +159.8% | +108.1% | +235.4% |
| 5Y | +638.2% | -25.1% | +663.4% | +598.7% |
| All | +913.1% | -29.3% | +942.4% | +856.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling