+802.2%
TTMI vs ALHC
-31.9%
+834.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.3% |
| 7D | +6.0% | -5.8% | +11.8% | +6.7% |
| 30D | -6.4% | -3.3% | -3.1% | -6.1% |
| 3M | -28.9% | -37.9% | +9.0% | -25.7% |
| 6M | +26.9% | -29.5% | +56.4% | +29.8% |
| YTD | +77.3% | -35.4% | +112.7% | +83.1% |
| 1Y | +147.5% | -22.4% | +169.9% | +150.9% |
| 3Y | +847.6% | +146.3% | +701.3% | +698.1% |
| 5Y | +802.2% | -32.0% | +834.2% | +713.5% |
| All | +802.2% | -31.9% | +834.1% | +713.5% |
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