+4.3%
TYL vs ALHC
+25.6%
-21.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.1% | +8.8% | +1.9% |
| 7D | +15.1% | -6.2% | +21.3% | +15.2% |
| 30D | +30.1% | -9.7% | +39.7% | +30.3% |
| 3M | +40.4% | -44.7% | +85.1% | +42.3% |
| 6M | +31.3% | -58.7% | +90.0% | +34.0% |
| YTD | -5.2% | -61.7% | +56.5% | -3.1% |
| 1Y | -6.6% | -55.7% | +49.1% | -5.1% |
| All | +4.3% | +25.6% | -21.3% | +2.0% |
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 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