-97.2%
TSLQ vs ALHC
+0.4%
-97.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -8.0% |
| 7D | -8.6% | -1.0% | -7.6% | -8.7% |
| 30D | -24.9% | -6.3% | -18.6% | -25.4% |
| 3M | -1.5% | -12.3% | +10.8% | -2.4% |
| 6M | -18.1% | -27.0% | +8.9% | -19.8% |
| YTD | -0.1% | -31.8% | +31.7% | -2.7% |
| 1Y | -51.4% | -17.0% | -34.4% | -51.4% |
| 3Y | -95.9% | +159.8% | -255.8% | -95.0% |
| All | -97.2% | +0.4% | -97.7% | -97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling