+98.1%
AGG vs TYL
+5,874.0%
-5,775.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.4% | +3.5% | -3.1% | +0.4% |
| 30D | +2.1% | +26.9% | -24.8% | +2.1% |
| 3M | -0.3% | +33.8% | -34.2% | -0.4% |
| 6M | -0.9% | +28.8% | -29.8% | -0.9% |
| YTD | -0.3% | -7.9% | +7.5% | -0.3% |
| 1Y | 0.0% | -9.8% | +9.8% | 0.0% |
| 3Y | +15.3% | +1.2% | +14.1% | +15.3% |
| 5Y | -1.4% | -22.8% | +21.4% | -1.6% |
| 10Y | +16.9% | +168.8% | -152.0% | +19.0% |
| All | +98.1% | +5,874.0% | -5,775.9% | +115.8% |
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