+64.4%
AIG vs TYL
+102.8%
-38.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.8% |
| 7D | -1.4% | -8.6% | +7.1% | +0.6% |
| 30D | -3.3% | +7.5% | -10.9% | -5.1% |
| 3M | +2.2% | +10.9% | -8.8% | -0.7% |
| 6M | -2.1% | -6.7% | +4.6% | -1.4% |
| YTD | -11.2% | -24.5% | +13.3% | -6.3% |
| 1Y | -2.1% | -38.6% | +36.5% | +8.8% |
| 3Y | +34.4% | -12.6% | +47.0% | +33.5% |
| 5Y | +53.7% | -28.2% | +81.9% | +56.8% |
| 10Y | +64.4% | +104.0% | -39.6% | +28.5% |
| All | +64.4% | +102.8% | -38.4% | +28.5% |
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