+71.3%
TXN vs ALHC
+141.7%
-70.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | +2.2% | -1.0% | +3.2% | +2.2% |
| 30D | -9.5% | -6.3% | -3.2% | -9.3% |
| 3M | -10.5% | -12.3% | +1.8% | -10.6% |
| 6M | +35.4% | -27.0% | +62.4% | +35.8% |
| YTD | +51.8% | -31.8% | +83.6% | +52.7% |
| 1Y | +42.9% | -17.0% | +60.0% | +42.9% |
| 3Y | +71.3% | +159.8% | -88.5% | +55.5% |
| All | +71.3% | +141.7% | -70.3% | +55.5% |
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