+23.2%
TTWO vs ALHC
-28.9%
+52.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -8.8% | -0.6% | -8.2% | -8.8% |
| 30D | -8.6% | -1.0% | -7.6% | -8.6% |
| 3M | -0.9% | -10.2% | +9.2% | -0.7% |
| 6M | -0.5% | -28.3% | +27.8% | +0.8% |
| YTD | -16.1% | -31.4% | +15.3% | -14.9% |
| 1Y | -10.8% | -16.9% | +6.1% | -10.9% |
| 3Y | +51.4% | +135.5% | -84.1% | +34.4% |
| 5Y | +33.7% | -33.6% | +67.3% | +22.4% |
| All | +23.2% | -28.9% | +52.1% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling