-23.2%
AIG vs TYL
+12,593.6%
-12,616.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.4% |
| 7D | -0.9% | -3.7% | +2.7% | -0.5% |
| 30D | -4.9% | +18.7% | -23.6% | -6.9% |
| 3M | +4.5% | +18.1% | -13.7% | +2.2% |
| 6M | -1.4% | -1.1% | -0.3% | -1.7% |
| YTD | -9.8% | -19.8% | +10.0% | -8.2% |
| 1Y | -4.5% | -34.3% | +29.8% | -0.6% |
| 3Y | +37.4% | -8.2% | +45.7% | +36.8% |
| 5Y | +55.0% | -25.4% | +80.4% | +56.5% |
| 10Y | +63.7% | +115.6% | -51.9% | +45.2% |
| All | -23.2% | +12,593.6% | -12,616.9% | -55.6% |
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 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