-21.4%
TYL vs AHR
+357.7%
-379.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | -8.6% | -4.3% | -4.2% | -7.9% |
| 30D | +7.5% | -3.1% | +10.6% | +8.0% |
| 3M | +10.9% | +15.7% | -4.7% | +8.6% |
| 6M | -6.7% | +4.1% | -10.8% | -7.5% |
| YTD | -24.5% | +15.4% | -39.9% | -26.8% |
| 1Y | -38.6% | +28.0% | -66.6% | -42.3% |
| All | -21.4% | +357.7% | -379.1% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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