+45.3%
TXT vs ALHC
-28.9%
+74.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -4.8% | -0.6% | -4.2% | -4.7% |
| 30D | -10.6% | -1.0% | -9.6% | -10.6% |
| 3M | -13.2% | -10.2% | -3.0% | -13.1% |
| 6M | -20.3% | -28.3% | +7.9% | -19.1% |
| YTD | -9.3% | -31.4% | +22.2% | -7.8% |
| 1Y | -2.7% | -16.9% | +14.2% | -2.7% |
| 3Y | +1.4% | +135.5% | -134.1% | -10.8% |
| 5Y | +9.6% | -33.6% | +43.2% | +2.3% |
| All | +45.3% | -28.9% | +74.3% | +31.8% |
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