+56.8%
AIG vs TYL
-22.0%
+78.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.5% | +3.2% |
| 7D | +2.2% | +4.3% | -2.1% | +1.5% |
| 30D | +6.9% | +28.0% | -21.1% | +2.2% |
| 3M | +6.8% | +32.3% | -25.6% | +1.3% |
| 6M | +9.2% | +29.9% | -20.7% | +3.6% |
| YTD | -1.9% | -7.1% | +5.2% | -1.2% |
| 1Y | +9.7% | -9.2% | +18.9% | +11.0% |
| 3Y | +37.9% | +0.7% | +37.2% | +34.6% |
| 5Y | +56.8% | -21.1% | +77.9% | +51.1% |
| All | +56.8% | -22.0% | +78.9% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling