+84.6%
TXN vs ALHC
-66.2%
+150.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -2.7% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | +8.7% | -10.6% | +19.3% | +9.5% |
| 3M | +11.6% | -45.3% | +56.9% | +15.5% |
| 6M | +0.1% | -59.7% | +59.8% | +4.8% |
| YTD | +78.8% | -62.7% | +141.5% | +87.6% |
| 1Y | +91.2% | -56.1% | +147.3% | +98.2% |
| 3Y | +125.8% | +21.3% | +104.6% | +106.0% |
| All | +84.6% | -66.2% | +150.9% | +90.1% |
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