-80.8%
TTD vs ALHC
-33.5%
-47.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.4% |
| 7D | +6.3% | -0.6% | +6.9% | +6.4% |
| 30D | -23.9% | -1.0% | -22.9% | -24.1% |
| 3M | -31.4% | -10.2% | -21.2% | -31.9% |
| 6M | -42.7% | -28.3% | -14.4% | -41.5% |
| YTD | -62.0% | -31.4% | -30.5% | -61.0% |
| 1Y | -72.2% | -16.9% | -55.3% | -72.8% |
| 3Y | -81.9% | +135.5% | -217.4% | -88.3% |
| All | -80.8% | -33.5% | -47.3% | -88.1% |
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