+294.5%
AG vs TYL
+2,878.5%
-2,584.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.5% |
| 7D | +6.3% | +6.7% | -0.3% | +4.4% |
| 30D | -8.9% | +26.5% | -35.5% | -15.4% |
| 3M | -12.2% | +37.3% | -49.5% | -20.7% |
| 6M | -28.3% | +31.2% | -59.5% | -35.4% |
| YTD | -8.8% | -7.4% | -1.5% | -9.4% |
| 1Y | +39.4% | -9.6% | +48.9% | +39.3% |
| 3Y | +229.4% | +1.9% | +227.5% | +211.0% |
| 5Y | +14.5% | -21.1% | +35.7% | +14.4% |
| 10Y | +82.7% | +171.8% | -89.1% | +16.8% |
| All | +294.5% | +2,878.5% | -2,584.0% | -27.0% |
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