-62.6%
TXG vs ALHC
-59.6%
-3.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | -8.1% | -5.5% | -2.6% | -6.6% |
| 30D | -17.5% | -4.9% | -12.5% | -16.1% |
| 3M | +6.1% | -41.7% | +47.8% | +19.7% |
| 6M | +202.7% | -55.2% | +257.9% | +257.5% |
| YTD | +280.4% | -61.1% | +341.5% | +361.7% |
| 1Y | +274.0% | -53.3% | +327.4% | +329.0% |
| 3Y | +74.9% | +28.2% | +46.7% | +22.3% |
| 5Y | -63.0% | -65.8% | +2.7% | -63.9% |
| All | -62.6% | -59.6% | -3.0% | -66.6% |
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