-97.0%
TSLQ vs ALHC
+1.0%
-98.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | -5.8% | -0.6% | -5.2% | -5.9% |
| 30D | -22.1% | -1.0% | -21.1% | -22.1% |
| 3M | +10.1% | -10.2% | +20.2% | +9.3% |
| 6M | -6.8% | -28.3% | +21.5% | -8.9% |
| YTD | +8.5% | -31.4% | +40.0% | +5.8% |
| 1Y | -49.7% | -16.9% | -32.8% | -49.8% |
| 3Y | -95.6% | +135.5% | -231.1% | -94.7% |
| All | -97.0% | +1.0% | -98.0% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling