+86.9%
AG vs TYL
+185.3%
-98.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.3% |
| 7D | -4.0% | +0.5% | -4.6% | -4.2% |
| 30D | -13.1% | +25.2% | -38.2% | -17.4% |
| 3M | -22.0% | +31.8% | -53.8% | -27.0% |
| 6M | -37.3% | +36.3% | -73.5% | -42.3% |
| YTD | -11.2% | -6.3% | -4.9% | -10.8% |
| 1Y | +23.9% | -9.5% | +33.4% | +25.5% |
| 3Y | +225.1% | +1.6% | +223.5% | +213.5% |
| 5Y | +7.7% | -21.8% | +29.5% | +6.9% |
| 10Y | +86.9% | +183.3% | -96.4% | +73.6% |
| All | +86.9% | +185.3% | -98.4% | +73.6% |
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