-19.7%
TSN vs ALHC
-28.9%
+9.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -6.3% | -0.6% | -5.7% | -6.3% |
| 30D | -10.8% | -1.0% | -9.8% | -10.8% |
| 3M | -8.8% | -10.2% | +1.4% | -8.7% |
| 6M | -16.8% | -28.3% | +11.5% | -16.3% |
| YTD | -10.0% | -31.4% | +21.4% | -9.4% |
| 1Y | -5.3% | -16.9% | +11.7% | -5.5% |
| 3Y | +8.5% | +135.5% | -127.0% | +1.7% |
| 5Y | -22.9% | -33.6% | +10.7% | -25.3% |
| All | -19.7% | -28.9% | +9.2% | -21.6% |
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 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