+78.3%
TXG vs ALHC
+16.3%
+62.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.0% | +10.7% | +9.9% |
| 7D | +5.5% | +3.9% | +1.7% | +5.2% |
| 30D | -19.3% | -3.6% | -15.7% | -18.7% |
| 3M | +25.0% | -49.4% | +74.4% | +35.9% |
| 6M | +201.2% | -59.5% | +260.6% | +235.6% |
| YTD | +298.8% | -63.2% | +362.0% | +348.2% |
| 1Y | +326.6% | -55.5% | +382.0% | +366.1% |
| 3Y | +78.3% | +23.0% | +55.3% | +51.5% |
| All | +78.3% | +16.3% | +62.0% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling