+366.4%
TTMI vs ALHC
-64.2%
+430.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.9% | +9.8% | +7.2% |
| 7D | -19.8% | +1.0% | -20.8% | -19.9% |
| 30D | -48.1% | -14.2% | -34.0% | -47.5% |
| 3M | -51.2% | -45.1% | -6.1% | -48.6% |
| 6M | -59.6% | -59.5% | -0.1% | -56.6% |
| YTD | -3.6% | -62.8% | +59.2% | +4.5% |
| 1Y | -2.3% | -55.5% | +53.1% | +3.9% |
| 3Y | +369.4% | +25.7% | +343.7% | +322.2% |
| All | +366.4% | -64.2% | +430.6% | +339.3% |
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