-33.0%
TSLL vs ALHC
-55.7%
+22.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -3.6% |
| 7D | +17.8% | +0.3% | +17.6% | +17.8% |
| 30D | +8.2% | -10.6% | +18.8% | +9.1% |
| 3M | +20.9% | -45.3% | +66.2% | +24.6% |
| 6M | -37.5% | -59.7% | +22.2% | -32.4% |
| YTD | -44.5% | -62.7% | +18.2% | -39.8% |
| 1Y | -33.0% | -56.1% | +23.2% | -32.3% |
| All | -33.0% | -55.7% | +22.7% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling