+125.8%
TXN vs ALHC
+22.7%
+103.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -2.8% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | +8.7% | -10.6% | +19.3% | +9.1% |
| 3M | +11.6% | -45.3% | +56.9% | +13.4% |
| 6M | +0.1% | -59.7% | +59.8% | +2.2% |
| YTD | +78.8% | -62.7% | +141.5% | +82.8% |
| 1Y | +91.2% | -56.1% | +147.3% | +94.5% |
| 3Y | +125.8% | +21.3% | +104.6% | +115.8% |
| All | +125.8% | +22.7% | +103.2% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling