+12,749.3%
AJG vs TYL
+14,670.5%
-1,921.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -3.8% | -1.6% | -2.2% | -3.6% |
| 30D | +19.1% | +22.1% | -3.1% | +17.2% |
| 3M | +8.8% | +33.4% | -24.5% | +6.4% |
| 6M | +41.3% | +36.8% | +4.5% | +37.9% |
| YTD | +8.1% | -6.7% | +14.8% | +8.3% |
| 1Y | +9.6% | -9.2% | +18.9% | +10.0% |
| 3Y | +15.0% | +1.2% | +13.8% | +14.2% |
| 5Y | +76.2% | -23.0% | +99.2% | +77.4% |
| 10Y | +528.7% | +182.0% | +346.7% | +483.4% |
| All | +12,749.3% | +14,670.5% | -1,921.2% | +9,286.2% |
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