+28.3%
TTWO vs ALHC
-66.2%
+94.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.5% |
| 7D | +6.0% | +0.3% | +5.8% | +6.0% |
| 30D | +13.2% | -10.6% | +23.8% | +14.1% |
| 3M | -5.8% | -45.3% | +39.5% | -1.8% |
| 6M | +0.4% | -59.7% | +60.1% | +6.2% |
| YTD | -11.0% | -62.7% | +51.7% | -5.7% |
| 1Y | -4.1% | -56.1% | +52.0% | +0.2% |
| 3Y | +51.8% | +21.3% | +30.5% | +39.2% |
| All | +28.3% | -66.2% | +94.5% | +22.9% |
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 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