+491.0%
HCA vs TYL
+105.1%
+385.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.3% |
| 7D | +4.9% | -8.6% | +13.5% | +7.3% |
| 30D | +1.9% | +7.5% | -5.7% | -0.3% |
| 3M | +12.7% | +10.9% | +1.8% | +9.3% |
| 6M | -22.3% | -6.7% | -15.6% | -21.7% |
| YTD | -9.3% | -24.5% | +15.2% | -3.9% |
| 1Y | +2.7% | -38.6% | +41.4% | +15.5% |
| 3Y | +57.8% | -12.6% | +70.4% | +55.0% |
| 5Y | +70.3% | -28.2% | +98.6% | +72.5% |
| All | +491.0% | +105.1% | +385.9% | +354.2% |
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