+41.0%
GEHC vs TYL
+27.4%
+13.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +5.6% | +3.5% | +2.1% | +4.7% |
| 30D | +27.9% | +26.9% | +1.0% | +19.9% |
| 3M | +17.1% | +33.8% | -16.7% | +7.9% |
| 6M | +32.5% | +28.8% | +3.7% | +22.9% |
| YTD | +2.7% | -7.9% | +10.5% | +5.2% |
| 1Y | +15.3% | -9.8% | +25.0% | +18.9% |
| 3Y | +23.7% | +1.2% | +22.5% | +23.6% |
| All | +41.0% | +27.4% | +13.5% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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