+13.5%
TSN vs ALHC
-54.5%
+68.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.0% |
| 7D | -1.4% | -0.8% | -0.6% | -1.4% |
| 30D | +10.2% | -9.6% | +19.8% | +10.2% |
| 3M | +7.2% | -44.5% | +51.7% | +7.9% |
| 6M | -10.6% | -59.2% | +48.6% | -9.5% |
| YTD | +3.7% | -62.0% | +65.8% | +1.3% |
| 1Y | +13.5% | -54.8% | +68.3% | +4.9% |
| All | +13.5% | -54.5% | +68.0% | +4.9% |
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 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