+10.4%
TXT vs ALHC
-64.2%
+74.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.8% |
| 7D | -2.5% | +1.0% | -3.5% | -2.7% |
| 30D | +14.4% | -14.2% | +28.5% | +15.4% |
| 3M | -4.9% | -45.1% | +40.2% | -1.2% |
| 6M | -10.2% | -59.5% | +49.3% | -5.3% |
| YTD | -4.1% | -62.8% | +58.7% | +1.4% |
| 1Y | +4.0% | -55.5% | +59.4% | +8.3% |
| 3Y | +8.0% | +25.7% | -17.7% | -1.3% |
| All | +10.4% | -64.2% | +74.6% | +8.5% |
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