+15.5%
GEHC vs TYL
+10.9%
+4.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.2% |
| 7D | -4.0% | -3.7% | -0.3% | -3.0% |
| 30D | -2.0% | +18.7% | -20.7% | -6.6% |
| 3M | +8.0% | +18.1% | -10.2% | +2.9% |
| 6M | -12.8% | -1.1% | -11.6% | -13.2% |
| YTD | -15.9% | -19.8% | +3.9% | -10.4% |
| 1Y | -6.9% | -34.3% | +27.4% | +6.8% |
| 3Y | 0.0% | -8.2% | +8.2% | +2.4% |
| All | +15.5% | +10.9% | +4.5% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling