+751.0%
TTMI vs ALHC
-31.6%
+782.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -3.6% |
| 7D | +7.5% | -4.1% | +11.6% | +7.9% |
| 30D | -4.5% | -5.4% | +1.0% | -3.9% |
| 3M | -28.5% | -32.1% | +3.6% | -26.2% |
| 6M | +28.4% | -28.5% | +56.8% | +31.0% |
| YTD | +80.1% | -34.0% | +114.1% | +85.3% |
| 1Y | +161.0% | -20.9% | +182.0% | +163.9% |
| 3Y | +862.4% | +151.5% | +710.9% | +721.9% |
| 5Y | +812.9% | -28.8% | +841.8% | +733.4% |
| All | +751.0% | -31.6% | +782.6% | +661.2% |
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