+13,011.6%
AJG vs TYL
+14,686.9%
-1,675.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +0.5% | +0.8% | -0.4% | +0.4% |
| 30D | +19.4% | +21.1% | -1.8% | +17.6% |
| 3M | +11.9% | +28.9% | -17.0% | +9.7% |
| 6M | +48.3% | +42.0% | +6.2% | +44.2% |
| YTD | +10.3% | -6.6% | +16.9% | +10.5% |
| 1Y | +11.5% | -9.1% | +20.6% | +11.9% |
| 3Y | +17.5% | +1.8% | +15.7% | +16.7% |
| 5Y | +79.8% | -22.9% | +102.7% | +81.0% |
| 10Y | +541.5% | +182.3% | +359.2% | +495.2% |
| All | +13,011.6% | +14,686.9% | -1,675.3% | +9,477.0% |
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 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