+90.9%
AG vs TYL
+168.7%
-77.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.3% |
| 7D | +6.3% | +6.7% | -0.3% | +4.9% |
| 30D | -8.9% | +26.5% | -35.5% | -13.8% |
| 3M | -12.2% | +37.3% | -49.5% | -18.6% |
| 6M | -28.3% | +31.2% | -59.5% | -33.6% |
| YTD | -8.8% | -7.4% | -1.5% | -8.2% |
| 1Y | +39.4% | -9.6% | +48.9% | +41.0% |
| 3Y | +229.4% | +1.9% | +227.5% | +216.8% |
| 5Y | +14.5% | -21.1% | +35.7% | +13.6% |
| All | +90.9% | +168.7% | -77.8% | +71.6% |
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