-80.7%
TTD vs ALHC
-61.5%
-19.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.4% |
| 7D | +5.2% | +1.0% | +4.2% | +4.9% |
| 30D | +6.9% | -14.2% | +21.1% | +9.2% |
| 3M | -26.8% | -45.1% | +18.3% | -20.7% |
| 6M | -46.1% | -59.5% | +13.4% | -39.9% |
| YTD | -65.9% | -62.8% | -3.1% | -61.9% |
| 1Y | -71.8% | -55.5% | -16.3% | -69.7% |
| 3Y | -83.3% | +25.7% | -109.0% | -87.5% |
| 5Y | -81.1% | -66.8% | -14.4% | -84.6% |
| All | -80.7% | -61.5% | -19.3% | -84.4% |
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 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