+184.9%
TT vs ALHC
-28.9%
+213.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | 0.0% | -0.6% | +0.6% | 0.0% |
| 30D | -7.2% | -1.0% | -6.1% | -7.1% |
| 3M | -3.0% | -10.2% | +7.2% | -3.1% |
| 6M | +1.4% | -28.3% | +29.6% | +2.3% |
| YTD | +15.9% | -31.4% | +47.3% | +17.1% |
| 1Y | +9.4% | -16.9% | +26.4% | +9.2% |
| 3Y | +124.4% | +135.5% | -11.1% | +100.2% |
| 5Y | +138.0% | -33.6% | +171.6% | +122.4% |
| All | +184.9% | -28.9% | +213.8% | +162.0% |
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