+76.9%
AJG vs TYL
-29.1%
+106.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.4% |
| 7D | -7.4% | -8.6% | +1.2% | -4.9% |
| 30D | -3.0% | +7.5% | -10.5% | -5.1% |
| 3M | +12.8% | +10.9% | +1.9% | +9.2% |
| 6M | +12.8% | -6.7% | +19.6% | +14.2% |
| YTD | -4.7% | -24.5% | +19.8% | +1.6% |
| 1Y | -17.2% | -38.6% | +21.4% | -6.2% |
| 3Y | +10.2% | -12.6% | +22.8% | +10.5% |
| 5Y | +76.9% | -28.2% | +105.2% | +84.7% |
| All | +76.9% | -29.1% | +106.1% | +84.7% |
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