+16.6%
AGG vs TYL
+183.6%
-167.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.5% | +0.8% | -2.3% | -1.5% |
| 30D | +0.6% | +21.1% | -20.5% | +0.1% |
| 3M | -1.6% | +28.9% | -30.5% | -2.4% |
| 6M | -1.6% | +42.0% | -43.6% | -2.7% |
| YTD | -1.5% | -6.6% | +5.1% | -1.5% |
| 1Y | -1.1% | -9.1% | +8.0% | -1.0% |
| 3Y | +13.6% | +1.8% | +11.8% | +13.2% |
| 5Y | -1.7% | -22.9% | +21.2% | -2.2% |
| All | +16.6% | +183.6% | -167.0% | +15.6% |
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