-97.8%
TSLQ vs ALHC
-44.0%
-53.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.1% | -3.8% |
| 7D | -26.6% | -0.8% | -25.8% | -26.6% |
| 30D | -17.5% | -9.6% | -7.9% | -18.2% |
| 3M | -41.7% | -44.5% | +2.8% | -44.5% |
| 6M | -16.9% | -59.2% | +42.3% | -22.8% |
| YTD | -21.9% | -62.0% | +40.1% | -27.5% |
| 1Y | -32.5% | -54.8% | +22.3% | -36.0% |
| 3Y | -97.2% | +25.0% | -122.2% | -96.8% |
| All | -97.8% | -44.0% | -53.8% | -97.9% |
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