+136.0%
TT vs ALHC
-63.9%
+199.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.3% |
| 7D | +0.8% | +3.8% | -3.0% | +0.6% |
| 30D | -11.8% | +1.7% | -13.4% | -11.9% |
| 3M | -11.6% | -44.3% | +32.8% | -9.0% |
| 6M | -9.3% | -57.2% | +47.9% | -6.0% |
| YTD | +8.9% | -61.2% | +70.1% | +13.3% |
| 1Y | -2.2% | -53.2% | +50.9% | +0.5% |
| 3Y | +91.9% | +27.8% | +64.0% | +75.3% |
| 5Y | +136.0% | -65.4% | +201.4% | +135.4% |
| All | +136.0% | -63.9% | +199.9% | +135.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling