-21.0%
TSLQ vs ALHC
-51.4%
+30.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +10.1% | -3.7% | +6.7% |
| 7D | +9.8% | -0.5% | +10.3% | +9.6% |
| 30D | -6.0% | -4.2% | -1.8% | -6.4% |
| 3M | -35.0% | -39.8% | +4.8% | -36.7% |
| 6M | -24.9% | -57.7% | +32.8% | -30.9% |
| YTD | -12.7% | -58.8% | +46.1% | -17.5% |
| 1Y | -21.0% | -52.4% | +31.4% | -17.6% |
| All | -21.0% | -51.4% | +30.4% | -17.6% |
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