+122.7%
HCA vs TYL
+1.2%
+121.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -1.3% | -1.6% | +0.2% | -1.2% |
| 30D | +8.7% | +22.1% | -13.4% | +6.7% |
| 3M | +21.0% | +33.4% | -12.4% | +17.8% |
| 6M | +17.0% | +36.8% | -19.8% | +13.5% |
| YTD | +7.8% | -6.7% | +14.5% | +8.1% |
| 1Y | +6.4% | -9.2% | +15.7% | +7.0% |
| All | +122.7% | +1.2% | +121.5% | +124.2% |
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 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