+37.4%
TRI vs ALHC
-61.4%
+98.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | -2.9% | +0.3% | -3.2% | -2.9% |
| 30D | +3.7% | -10.6% | +14.3% | +4.0% |
| 3M | +3.7% | -45.3% | +49.0% | +5.6% |
| 6M | +35.1% | -59.7% | +94.8% | +38.6% |
| YTD | -14.0% | -62.7% | +48.7% | -11.7% |
| 1Y | -19.0% | -56.1% | +37.2% | -17.5% |
| 3Y | -12.0% | +21.3% | -33.2% | -17.2% |
| 5Y | +0.6% | -66.0% | +66.6% | -2.0% |
| All | +37.4% | -61.4% | +98.8% | +31.8% |
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