+405.4%
TXG vs ALHC
-51.4%
+456.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.1% | -6.7% | +1.7% |
| 7D | -19.3% | -0.5% | -18.8% | -19.2% |
| 30D | -30.9% | -4.2% | -26.7% | -30.7% |
| 3M | +41.1% | -39.8% | +80.9% | +50.1% |
| 6M | +211.9% | -57.7% | +269.6% | +255.7% |
| YTD | +314.0% | -58.8% | +372.8% | +371.1% |
| 1Y | +405.4% | -52.4% | +457.8% | +457.7% |
| All | +405.4% | -51.4% | +456.8% | +457.7% |
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