+394.7%
TTMI vs ALHC
-59.7%
+454.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.5% | -9.6% | -4.6% |
| 7D | -11.5% | +3.8% | -15.3% | -11.9% |
| 30D | -40.3% | +1.7% | -42.0% | -40.5% |
| 3M | -44.5% | -44.3% | -0.1% | -41.8% |
| 6M | -54.1% | -57.2% | +3.1% | -51.1% |
| YTD | +4.7% | -61.2% | +65.8% | +12.3% |
| 1Y | +3.3% | -53.2% | +56.5% | +9.0% |
| 3Y | +407.2% | +27.8% | +379.4% | +362.5% |
| 5Y | +406.5% | -65.4% | +471.9% | +385.0% |
| All | +394.7% | -59.7% | +454.5% | +361.4% |
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