+1.4%
TYL vs ALHC
-59.6%
+61.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | +0.5% | -5.5% | +6.1% | +1.0% |
| 30D | +25.2% | -4.9% | +30.1% | +25.5% |
| 3M | +31.8% | -41.7% | +73.5% | +37.4% |
| 6M | +36.3% | -55.2% | +91.5% | +43.9% |
| YTD | -6.3% | -61.1% | +54.8% | -0.1% |
| 1Y | -9.5% | -53.3% | +43.9% | -5.5% |
| 3Y | +1.6% | +28.2% | -26.5% | -10.9% |
| 5Y | -21.8% | -65.8% | +44.0% | -25.2% |
| All | +1.4% | -59.6% | +61.1% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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