+44.3%
TXN vs ALHC
-22.7%
+67.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.0% |
| 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% | -5.9% |
| 6M | +32.4% | -29.5% | +61.9% | +31.8% |
| YTD | +51.7% | -35.4% | +87.1% | +52.8% |
| 1Y | +44.3% | -22.4% | +66.7% | +38.2% |
| All | +44.3% | -22.7% | +67.0% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling