-17.2%
TTWO vs ALHC
-51.4%
+34.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.1% | -3.0% | +6.5% |
| 7D | +7.0% | -0.5% | +7.5% | +6.8% |
| 30D | +2.7% | -4.2% | +6.9% | +2.7% |
| 3M | -13.0% | -39.8% | +26.8% | -11.0% |
| 6M | -7.2% | -57.7% | +50.5% | -3.2% |
| YTD | -18.4% | -58.8% | +40.4% | -15.9% |
| 1Y | -17.2% | -52.4% | +35.1% | -18.3% |
| All | -17.2% | -51.4% | +34.2% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling