+24.5%
TTWO vs ALHC
-33.0%
+57.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.8% | +2.9% |
| 7D | +1.3% | -5.8% | +7.1% | +1.7% |
| 30D | -13.4% | -3.3% | -10.1% | -13.2% |
| 3M | +3.1% | -37.9% | +41.0% | +6.0% |
| 6M | +3.8% | -29.5% | +33.3% | +5.2% |
| YTD | -15.3% | -35.4% | +20.1% | -13.7% |
| 1Y | -11.1% | -22.4% | +11.3% | -10.8% |
| 3Y | +52.0% | +146.3% | -94.4% | +34.1% |
| 5Y | +40.9% | -32.0% | +72.9% | +29.5% |
| All | +24.5% | -33.0% | +57.5% | +12.9% |
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