+534.3%
AJG vs TYL
+183.6%
+350.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +0.5% | +0.8% | -0.4% | +0.2% |
| 30D | +19.4% | +21.1% | -1.8% | +12.0% |
| 3M | +11.9% | +28.9% | -17.0% | +2.8% |
| 6M | +48.3% | +42.0% | +6.2% | +31.6% |
| YTD | +10.3% | -6.6% | +16.9% | +10.6% |
| 1Y | +11.5% | -9.1% | +20.6% | +12.7% |
| 3Y | +17.5% | +1.8% | +15.7% | +12.3% |
| 5Y | +79.8% | -22.9% | +102.7% | +85.2% |
| All | +534.3% | +183.6% | +350.8% | +324.0% |
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