-77.8%
TTD vs ALHC
-61.8%
-15.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -1.0% | +16.4% | +15.6% |
| 7D | +19.0% | +3.9% | +15.1% | +18.1% |
| 30D | +23.6% | -3.6% | +27.2% | +24.1% |
| 3M | +8.2% | -49.4% | +57.6% | +19.3% |
| 6M | -35.3% | -59.5% | +24.1% | -27.9% |
| YTD | -60.7% | -63.2% | +2.5% | -56.0% |
| 1Y | -65.3% | -55.5% | -9.8% | -62.7% |
| 3Y | -80.6% | +23.0% | -103.6% | -85.4% |
| 5Y | -84.6% | -65.7% | -18.9% | -87.4% |
| All | -77.8% | -61.8% | -15.9% | -82.0% |
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