+445.6%
AG vs TYL
+2,478.1%
-2,032.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -0.8% |
| 7D | +1.0% | -3.7% | +4.7% | +2.1% |
| 30D | +19.2% | +18.7% | +0.4% | +13.1% |
| 3M | +6.2% | +18.1% | -12.0% | -0.2% |
| 6M | -26.7% | -1.1% | -25.6% | -28.0% |
| YTD | +26.1% | -19.8% | +45.9% | +31.7% |
| 1Y | +131.7% | -34.3% | +166.0% | +157.5% |
| 3Y | +255.3% | -8.2% | +263.6% | +245.1% |
| 5Y | +61.9% | -25.4% | +87.4% | +65.1% |
| 10Y | +72.0% | +115.6% | -43.6% | +19.2% |
| All | +445.6% | +2,478.1% | -2,032.5% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling