-75.6%
TTD vs ALHC
+25.0%
-100.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -3.1% |
| 7D | +20.8% | -0.8% | +21.6% | +20.8% |
| 30D | +27.1% | -9.6% | +36.8% | +27.5% |
| 3M | +14.7% | -44.5% | +59.2% | +16.1% |
| 6M | -26.8% | -59.2% | +32.4% | -25.3% |
| YTD | -59.2% | -62.0% | +2.8% | -58.3% |
| 1Y | -64.7% | -54.8% | -9.9% | -64.4% |
| All | -75.6% | +25.0% | -100.6% | -79.8% |
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