+11.5%
AJG vs TYL
-8.8%
+20.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.1% |
| 6M | +48.3% | +42.0% | +6.2% | +32.9% |
| YTD | +10.3% | -6.6% | +16.9% | +5.0% |
| 1Y | +11.5% | -9.1% | +20.6% | +6.9% |
| All | +11.5% | -8.8% | +20.3% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling