-9.9%
TYL vs AGI
-1.1%
-8.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +10.8% | -6.1% | +4.3% |
| 7D | +17.3% | -5.3% | +22.5% | +17.2% |
| 30D | +28.9% | -7.1% | +36.0% | +28.9% |
| 3M | +35.1% | +4.4% | +30.6% | +34.2% |
| 6M | +29.3% | -23.0% | +52.3% | +31.1% |
| YTD | -6.8% | -22.0% | +15.2% | -4.2% |
| 1Y | -9.9% | +0.3% | -10.2% | -3.0% |
| All | -9.9% | -1.1% | -8.8% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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