+19.4%
TSN vs ALHC
-51.4%
+70.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.1% | -4.8% | +5.2% |
| 7D | +8.4% | -0.5% | +8.9% | +8.3% |
| 30D | +16.1% | -4.2% | +20.3% | +16.0% |
| 3M | +3.2% | -39.8% | +42.9% | +3.8% |
| 6M | -11.1% | -57.7% | +46.6% | -10.2% |
| YTD | +5.1% | -58.8% | +63.9% | +2.8% |
| 1Y | +19.4% | -52.4% | +71.8% | +11.6% |
| All | +19.4% | -51.4% | +70.8% | +11.6% |
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