-64.4%
TXG vs ALHC
-30.5%
-33.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.9% |
| 7D | +9.4% | -1.0% | +10.3% | +9.6% |
| 30D | +26.1% | -6.3% | +32.4% | +27.7% |
| 3M | +124.8% | -12.3% | +137.1% | +127.9% |
| 6M | +215.2% | -27.0% | +242.2% | +230.7% |
| YTD | +302.2% | -31.8% | +334.1% | +328.5% |
| 1Y | +370.9% | -17.0% | +387.9% | +371.1% |
| 3Y | +38.5% | +159.8% | -121.3% | -22.4% |
| 5Y | -64.4% | -25.1% | -39.2% | -73.8% |
| All | -64.4% | -30.5% | -33.9% | -73.8% |
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