+59.9%
TXN vs ALHC
-27.5%
+87.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.2% |
| 7D | +2.7% | -4.1% | +6.8% | +2.9% |
| 30D | -6.7% | -5.4% | -1.3% | -6.4% |
| 3M | -8.9% | -32.1% | +23.2% | -7.1% |
| 6M | +34.7% | -28.5% | +63.2% | +36.0% |
| YTD | +53.3% | -34.0% | +87.3% | +55.7% |
| 1Y | +45.0% | -20.9% | +66.0% | +45.3% |
| 3Y | +73.1% | +151.5% | -78.4% | +50.5% |
| 5Y | +59.9% | -28.8% | +88.8% | +47.8% |
| All | +59.9% | -27.5% | +87.4% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling