-20.1%
TSLL vs ALHC
-59.8%
+39.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +10.1% | -16.5% | -6.1% |
| 7D | -9.4% | -0.5% | -8.9% | -9.2% |
| 30D | +1.6% | -4.2% | +5.8% | +1.9% |
| 3M | +29.4% | -39.8% | +69.2% | +29.5% |
| 6M | -20.1% | -57.7% | +37.6% | -7.2% |
| All | -20.1% | -59.8% | +39.7% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling