+146.0%
TT vs ALHC
-33.5%
+179.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.2% |
| 1Y | +9.4% | -16.9% | +26.4% | +9.2% |
| 3Y | +124.4% | +135.5% | -11.1% | +97.9% |
| All | +146.0% | -33.5% | +179.5% | +127.5% |
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