+20.3%
TRI vs ALHC
-33.0%
+53.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.2% |
| 7D | -14.4% | -5.8% | -8.6% | -14.2% |
| 30D | -8.1% | -3.3% | -4.8% | -8.0% |
| 3M | +17.5% | -37.9% | +55.5% | +19.2% |
| 6M | -5.0% | -29.5% | +24.5% | -4.3% |
| YTD | -24.7% | -35.4% | +10.7% | -23.9% |
| 1Y | -41.5% | -22.4% | -19.1% | -41.5% |
| 3Y | -20.3% | +146.3% | -166.7% | -27.4% |
| 5Y | -10.9% | -32.0% | +21.1% | -15.3% |
| All | +20.3% | -33.0% | +53.3% | +13.5% |
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