+845.8%
TRGP vs ALHC
-61.8%
+907.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.5% |
| 7D | -7.2% | +3.9% | -11.0% | -7.3% |
| 30D | -4.2% | -3.6% | -0.5% | -4.1% |
| 3M | +7.0% | -49.4% | +56.4% | +9.4% |
| 6M | +11.2% | -59.5% | +70.7% | +14.2% |
| YTD | +51.1% | -63.2% | +114.3% | +55.5% |
| 1Y | +62.0% | -55.5% | +117.5% | +65.2% |
| 3Y | +248.2% | +23.0% | +225.2% | +229.2% |
| 5Y | +432.4% | -65.7% | +498.1% | +413.9% |
| All | +845.8% | -61.8% | +907.6% | +811.5% |
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