+34.5%
TTWO vs ALHC
-27.5%
+61.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.8% |
| 7D | -2.3% | -4.1% | +1.8% | -2.0% |
| 30D | -16.7% | -5.4% | -11.3% | -16.4% |
| 3M | -0.4% | -32.1% | +31.7% | +2.0% |
| 6M | -1.6% | -28.5% | +26.9% | -0.3% |
| YTD | -17.5% | -34.0% | +16.5% | -16.0% |
| 1Y | -14.8% | -20.9% | +6.1% | -14.6% |
| 3Y | +47.9% | +151.5% | -103.7% | +27.8% |
| 5Y | +34.5% | -28.8% | +63.3% | +23.2% |
| All | +34.5% | -27.5% | +61.9% | +23.2% |
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