-61.3%
TXG vs ALHC
-62.5%
+1.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.0% | +10.7% | +10.0% |
| 7D | +5.5% | +3.9% | +1.7% | +4.7% |
| 30D | -19.3% | -3.6% | -15.7% | -18.4% |
| 3M | +25.0% | -49.4% | +74.4% | +46.2% |
| 6M | +201.2% | -59.5% | +260.6% | +265.3% |
| YTD | +298.8% | -63.2% | +362.0% | +390.7% |
| 1Y | +326.6% | -55.5% | +382.0% | +394.7% |
| 3Y | +78.3% | +23.0% | +55.3% | +24.0% |
| 5Y | -61.3% | -65.7% | +4.4% | -65.4% |
| All | -61.3% | -62.5% | +1.2% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling