+8.7%
TXT vs ALHC
-51.4%
+60.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.1% | -11.4% | -1.7% |
| 7D | +10.6% | -0.5% | +11.1% | +10.7% |
| 30D | +14.4% | -4.2% | +18.6% | +14.5% |
| 3M | -2.7% | -39.8% | +37.0% | -0.1% |
| 6M | -4.7% | -57.7% | +53.1% | -0.7% |
| YTD | -0.5% | -58.8% | +58.3% | +2.6% |
| 1Y | +8.7% | -52.4% | +61.1% | +9.8% |
| All | +8.7% | -51.4% | +60.2% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling