-59.5%
TXG vs ALHC
-31.6%
-27.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.5% |
| 7D | +9.1% | -4.1% | +13.3% | +10.4% |
| 30D | +14.9% | -5.4% | +20.3% | +16.2% |
| 3M | +120.0% | -32.1% | +152.1% | +141.3% |
| 6M | +221.8% | -28.5% | +250.3% | +239.6% |
| YTD | +312.6% | -34.0% | +346.6% | +343.8% |
| 1Y | +398.4% | -20.9% | +419.4% | +405.3% |
| 3Y | +42.1% | +151.5% | -109.5% | -19.5% |
| 5Y | -63.5% | -28.8% | -34.6% | -70.6% |
| All | -59.5% | -31.6% | -27.9% | -67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling