-2.4%
TYL vs AHR
+406.6%
-409.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +0.5% | +5.1% | -4.5% | -0.3% |
| 30D | +25.2% | +12.8% | +12.4% | +22.6% |
| 3M | +31.8% | +13.0% | +18.8% | +28.9% |
| 6M | +36.3% | +18.7% | +17.6% | +32.1% |
| YTD | -6.3% | +27.8% | -34.0% | -10.8% |
| 1Y | -9.5% | +22.9% | -32.4% | -13.1% |
| All | -2.4% | +406.6% | -409.0% | -33.3% |
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