+60.0%
TXN vs ALHC
-28.9%
+88.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | -6.9% | -1.0% | -5.9% | -6.9% |
| 3M | -14.9% | -10.2% | -4.8% | -15.1% |
| 6M | +29.0% | -28.3% | +57.3% | +30.3% |
| YTD | +51.5% | -31.4% | +82.9% | +53.4% |
| 1Y | +41.6% | -16.9% | +58.5% | +41.4% |
| 3Y | +65.8% | +135.5% | -69.7% | +45.9% |
| 5Y | +56.8% | -33.6% | +90.4% | +46.9% |
| All | +60.0% | -28.9% | +88.9% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling