+59.4%
AG vs TYL
+115.8%
-56.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -1.0% |
| 7D | +1.0% | -3.7% | +4.7% | +1.9% |
| 30D | +19.2% | +18.7% | +0.4% | +14.5% |
| 3M | +6.2% | +18.1% | -12.0% | +1.3% |
| 6M | -26.7% | -1.1% | -25.6% | -27.4% |
| YTD | +26.1% | -19.8% | +45.9% | +31.7% |
| 1Y | +131.7% | -34.3% | +166.0% | +155.3% |
| 3Y | +255.3% | -8.2% | +263.6% | +248.2% |
| 5Y | +61.9% | -25.4% | +87.4% | +63.3% |
| All | +59.4% | +115.8% | -56.4% | +52.1% |
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