-9.7%
TRI vs ALHC
-27.5%
+17.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.8% |
| 7D | -8.4% | -4.1% | -4.3% | -8.3% |
| 30D | -6.5% | -5.4% | -1.0% | -6.3% |
| 3M | +18.6% | -32.1% | +50.7% | +19.8% |
| 6M | -10.4% | -28.5% | +18.0% | -9.9% |
| YTD | -23.7% | -34.0% | +10.3% | -23.0% |
| 1Y | -42.5% | -20.9% | -21.5% | -42.5% |
| 3Y | -19.3% | +151.5% | -170.8% | -26.9% |
| 5Y | -9.7% | -28.8% | +19.2% | -15.5% |
| All | -9.7% | -27.5% | +17.8% | -15.5% |
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 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