+16.5%
GEHC vs TYL
+2.6%
+13.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.1% |
| 7D | +7.6% | +6.7% | +0.9% | +5.9% |
| 30D | +27.5% | +26.5% | +0.9% | +20.1% |
| 3M | +17.2% | +37.3% | -20.1% | +7.9% |
| 6M | +33.6% | +31.2% | +2.4% | +23.8% |
| YTD | +0.6% | -7.4% | +8.0% | +4.0% |
| 1Y | +11.3% | -9.6% | +20.9% | +16.0% |
| 3Y | +16.5% | +1.9% | +14.6% | +19.6% |
| All | +16.5% | +2.6% | +13.9% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling