-42.7%
TTD vs ALHC
-27.0%
-15.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.4% |
| 7D | +6.3% | -0.6% | +6.9% | +6.3% |
| 30D | -23.9% | -1.0% | -22.9% | -23.6% |
| 3M | -31.4% | -10.2% | -21.2% | -29.8% |
| 6M | -42.7% | -28.3% | -14.4% | -42.4% |
| All | -42.7% | -27.0% | -15.7% | -42.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling