-7.2%
TYL vs ALHC
+136.3%
-143.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.7% | -0.6% | -3.1% | -3.7% |
| 30D | +18.7% | -1.0% | +19.8% | +18.7% |
| 3M | +18.1% | -10.2% | +28.3% | +18.2% |
| 6M | -1.1% | -28.3% | +27.2% | -0.5% |
| YTD | -19.8% | -31.4% | +11.6% | -19.2% |
| 1Y | -34.3% | -16.9% | -17.4% | -34.3% |
| All | -7.2% | +136.3% | -143.5% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling