-22.4%
TYL vs ALHC
-64.2%
+41.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.0% |
| 7D | +6.7% | +1.0% | +5.7% | +6.5% |
| 30D | +26.5% | -14.2% | +40.7% | +28.0% |
| 3M | +37.3% | -45.1% | +82.4% | +44.2% |
| 6M | +31.2% | -59.5% | +90.7% | +40.4% |
| YTD | -7.4% | -62.8% | +55.5% | -0.5% |
| 1Y | -9.6% | -55.5% | +45.9% | -5.1% |
| 3Y | +1.9% | +25.7% | -23.8% | -12.3% |
| All | -22.4% | -64.2% | +41.8% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling