+42.2%
TSN vs ALHC
+21.9%
+20.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.6% |
| 7D | +4.6% | +1.0% | +3.7% | +4.6% |
| 30D | +15.4% | -14.2% | +29.6% | +15.7% |
| 3M | +2.9% | -45.1% | +48.0% | +4.2% |
| 6M | -10.8% | -59.5% | +48.7% | -9.2% |
| YTD | +4.5% | -62.8% | +67.3% | +6.2% |
| 1Y | +19.5% | -55.5% | +75.0% | +20.7% |
| 3Y | +42.2% | +25.7% | +16.5% | +33.8% |
| All | +42.2% | +21.9% | +20.3% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling