-62.3%
TXG vs ALHC
-28.9%
-33.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.8% | -0.6% | +2.4% | +1.9% |
| 30D | +32.0% | -1.0% | +33.0% | +31.9% |
| 3M | +87.0% | -10.2% | +97.2% | +88.2% |
| 6M | +180.1% | -28.3% | +208.3% | +195.7% |
| YTD | +284.1% | -31.4% | +315.6% | +309.0% |
| 1Y | +361.7% | -16.9% | +378.6% | +361.5% |
| 3Y | +15.9% | +135.5% | -119.6% | -32.0% |
| 5Y | -66.2% | -33.6% | -32.5% | -72.0% |
| All | -62.3% | -28.9% | -33.4% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling