+361.7%
TXG vs ALHC
-16.6%
+378.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.8% | -0.6% | +2.4% | +1.9% |
| 30D | +32.0% | -1.0% | +33.0% | +31.9% |
| 3M | +87.0% | -10.2% | +97.2% | +91.0% |
| 6M | +180.1% | -28.3% | +208.3% | +193.3% |
| YTD | +284.1% | -31.4% | +315.6% | +308.3% |
| 1Y | +361.7% | -16.9% | +378.6% | +378.0% |
| All | +361.7% | -16.6% | +378.3% | +378.0% |
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