+165.8%
TT vs ALHC
-61.4%
+227.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.3% |
| 7D | +4.0% | +0.3% | +3.8% | +4.0% |
| 30D | -11.3% | -10.6% | -0.7% | -10.8% |
| 3M | -12.3% | -45.3% | +33.0% | -9.8% |
| 6M | -10.8% | -59.7% | +48.9% | -7.4% |
| YTD | +8.2% | -62.7% | +70.9% | +12.5% |
| 1Y | +1.5% | -56.1% | +57.6% | +4.5% |
| 3Y | +91.5% | +21.3% | +70.2% | +77.6% |
| 5Y | +130.2% | -66.0% | +196.2% | +122.3% |
| All | +165.8% | -61.4% | +227.2% | +151.7% |
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