+16.6%
AGG vs TYL
+185.3%
-168.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -0.6% | +0.5% | -1.1% | -0.6% |
| 30D | +1.2% | +25.2% | -23.9% | +0.6% |
| 3M | -0.8% | +31.8% | -32.6% | -1.6% |
| 6M | -1.4% | +36.3% | -37.7% | -2.4% |
| YTD | -1.1% | -6.3% | +5.2% | -1.0% |
| 1Y | -1.0% | -9.5% | +8.4% | -0.9% |
| 3Y | +14.1% | +1.6% | +12.5% | +13.7% |
| 5Y | -1.3% | -21.8% | +20.5% | -1.8% |
| 10Y | +16.6% | +183.3% | -166.6% | +15.6% |
| All | +16.6% | +185.3% | -168.6% | +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