+55.0%
TXT vs ALHC
-60.6%
+115.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.7% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | +13.3% | -9.6% | +22.9% | +13.9% |
| 3M | -5.1% | -44.5% | +39.4% | -1.6% |
| 6M | -7.1% | -59.2% | +52.1% | -2.2% |
| YTD | -3.2% | -62.0% | +58.8% | +2.0% |
| 1Y | +2.3% | -54.8% | +57.1% | +6.4% |
| 3Y | +11.1% | +25.0% | -13.9% | +2.4% |
| 5Y | +10.0% | -65.3% | +75.3% | +7.1% |
| All | +55.0% | -60.6% | +115.6% | +45.8% |
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 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