+12,040.8%
AJG vs TYL
+12,593.6%
-552.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.2% |
| 7D | -1.8% | -3.7% | +1.9% | -1.5% |
| 30D | +4.6% | +18.7% | -14.1% | +3.2% |
| 3M | +24.9% | +18.1% | +6.8% | +23.3% |
| 6M | +17.2% | -1.1% | +18.3% | +17.2% |
| YTD | +2.2% | -19.8% | +22.0% | +3.5% |
| 1Y | -11.5% | -34.3% | +22.8% | -9.0% |
| 3Y | +16.7% | -8.2% | +24.9% | +16.8% |
| 5Y | +89.6% | -25.4% | +115.0% | +91.7% |
| 10Y | +512.4% | +115.6% | +396.8% | +478.6% |
| All | +12,040.8% | +12,593.6% | -552.9% | +8,873.4% |
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