-35.3%
TSLL vs ALHC
+136.3%
-171.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | -0.6% | +2.5% | +1.9% |
| 30D | +17.8% | -1.0% | +18.8% | +17.7% |
| 3M | -37.0% | -10.2% | -26.9% | -36.7% |
| 6M | -37.7% | -28.3% | -9.4% | -36.4% |
| YTD | -51.4% | -31.4% | -19.9% | -50.1% |
| 1Y | -23.4% | -16.9% | -6.4% | -22.7% |
| All | -35.3% | +136.3% | -171.6% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling