+95.7%
TT vs ALHC
+16.3%
+79.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.6% | +4.7% |
| 7D | +1.7% | +3.9% | -2.1% | +1.7% |
| 30D | -11.8% | -3.6% | -8.2% | -11.7% |
| 3M | -12.6% | -49.4% | +36.8% | -11.9% |
| 6M | -9.4% | -59.5% | +50.1% | -8.7% |
| YTD | +8.8% | -63.2% | +72.0% | +9.7% |
| 1Y | -2.5% | -55.5% | +53.0% | -1.7% |
| 3Y | +95.7% | +23.0% | +72.6% | +91.6% |
| All | +95.7% | +16.3% | +79.3% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling