-18.4%
TSN vs ALHC
-29.3%
+10.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | -5.0% | -1.0% | -4.1% | -5.0% |
| 30D | -9.1% | -6.3% | -2.8% | -8.9% |
| 3M | -7.4% | -12.3% | +4.9% | -7.3% |
| 6M | -13.4% | -27.0% | +13.6% | -12.9% |
| YTD | -8.5% | -31.8% | +23.4% | -7.9% |
| 1Y | -3.2% | -17.0% | +13.8% | -3.4% |
| 3Y | +11.5% | +159.8% | -148.4% | +4.0% |
| 5Y | -19.5% | -25.1% | +5.6% | -21.9% |
| All | -18.4% | -29.3% | +10.9% | -20.3% |
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