+60.2%
TXN vs ALHC
-33.0%
+93.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | +2.0% | -5.8% | +7.8% | +2.3% |
| 30D | -8.0% | -3.3% | -4.6% | -7.8% |
| 3M | -7.8% | -37.9% | +30.2% | -5.3% |
| 6M | +32.4% | -29.5% | +61.9% | +33.9% |
| YTD | +51.7% | -35.4% | +87.1% | +54.2% |
| 1Y | +44.3% | -22.4% | +66.7% | +44.7% |
| 3Y | +71.3% | +146.3% | -75.1% | +49.8% |
| 5Y | +56.4% | -32.0% | +88.4% | +46.3% |
| All | +60.2% | -33.0% | +93.2% | +42.8% |
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 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