+58.0%
TXT vs ALHC
-59.6%
+117.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -0.8% | -5.5% | +4.7% | -0.4% |
| 30D | +13.4% | -4.9% | +18.4% | +13.7% |
| 3M | -2.5% | -41.7% | +39.2% | +0.7% |
| 6M | -6.2% | -55.2% | +49.0% | -1.9% |
| YTD | -1.3% | -61.1% | +59.7% | +3.8% |
| 1Y | +4.3% | -53.3% | +57.7% | +8.2% |
| 3Y | +13.2% | +28.2% | -14.9% | +4.2% |
| 5Y | +12.4% | -65.8% | +78.2% | +9.4% |
| All | +58.0% | -59.6% | +117.6% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling