-4.5%
TT vs ALHC
-51.4%
+46.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.1% | -11.8% | -2.1% |
| 7D | -8.5% | -0.5% | -8.0% | -8.5% |
| 30D | -12.8% | -4.2% | -8.6% | -12.7% |
| 3M | -12.9% | -39.8% | +26.9% | -11.4% |
| 6M | -15.2% | -57.7% | +42.5% | -13.1% |
| YTD | +6.2% | -58.8% | +65.0% | +7.3% |
| 1Y | -4.5% | -52.4% | +47.8% | -7.3% |
| All | -4.5% | -51.4% | +46.9% | -7.3% |
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 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