-13.2%
TYL vs ALHC
-28.9%
+15.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.7% | -0.6% | -3.1% | -3.6% |
| 30D | +18.7% | -1.0% | +19.8% | +18.7% |
| 3M | +18.1% | -10.2% | +28.3% | +18.1% |
| 6M | -1.1% | -28.3% | +27.2% | +0.5% |
| YTD | -19.8% | -31.4% | +11.6% | -18.3% |
| 1Y | -34.3% | -16.9% | -17.4% | -34.6% |
| 3Y | -8.2% | +135.5% | -143.7% | -24.4% |
| 5Y | -25.4% | -33.6% | +8.2% | -32.4% |
| All | -13.2% | -28.9% | +15.7% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling