-60.9%
TSLL vs ALHC
-55.4%
-5.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -7.1% | -14.8% | -21.5% |
| 7D | -28.9% | -6.2% | -22.7% | -28.4% |
| 30D | -21.4% | -9.7% | -11.8% | -20.9% |
| 3M | +5.0% | -44.7% | +49.7% | +8.3% |
| 6M | -36.6% | -58.7% | +22.1% | -31.4% |
| YTD | -56.6% | -61.7% | +5.1% | -53.8% |
| 1Y | -60.9% | -55.7% | -5.2% | -62.5% |
| All | -60.9% | -55.4% | -5.4% | -62.5% |
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 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