+155.5%
TT vs ALHC
-61.5%
+217.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +2.5% |
| 7D | -2.0% | +1.0% | -3.0% | -2.1% |
| 30D | -14.0% | -14.2% | +0.1% | -13.4% |
| 3M | -15.9% | -45.1% | +29.3% | -13.5% |
| 6M | -17.3% | -59.5% | +42.2% | -14.2% |
| YTD | +4.0% | -62.8% | +66.8% | +8.2% |
| 1Y | -7.1% | -55.5% | +48.4% | -4.4% |
| 3Y | +90.2% | +25.7% | +64.6% | +75.9% |
| 5Y | +131.1% | -66.8% | +197.9% | +123.1% |
| All | +155.5% | -61.5% | +217.0% | +142.0% |
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