+71.9%
AG vs TYL
+169.5%
-97.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.0% |
| 7D | +6.0% | +4.3% | +1.6% | +5.0% |
| 30D | -13.5% | +28.0% | -41.5% | -18.2% |
| 3M | -20.7% | +32.3% | -53.0% | -25.8% |
| 6M | -31.5% | +29.9% | -61.4% | -36.4% |
| YTD | -10.1% | -7.1% | -3.0% | -9.6% |
| 1Y | +26.0% | -9.2% | +35.2% | +27.4% |
| 3Y | +228.9% | +0.7% | +228.2% | +217.7% |
| 5Y | +8.7% | -21.1% | +29.7% | +7.6% |
| 10Y | +71.9% | +180.8% | -108.9% | +59.6% |
| All | +71.9% | +169.5% | -97.6% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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