+168.8%
TYL vs AGI
+349.0%
-180.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.7% |
| 7D | +3.5% | +17.4% | -13.9% | +2.5% |
| 30D | +26.9% | -0.9% | +27.8% | +26.8% |
| 3M | +33.8% | -1.6% | +35.4% | +33.7% |
| 6M | +28.8% | -24.7% | +53.5% | +30.6% |
| YTD | -7.9% | -15.3% | +7.4% | -7.6% |
| 1Y | -9.8% | +5.5% | -15.3% | -10.7% |
| 3Y | +1.2% | +154.5% | -153.3% | -6.2% |
| 5Y | -22.8% | +310.6% | -333.4% | -30.7% |
| 10Y | +168.8% | +362.7% | -193.9% | +141.7% |
| All | +168.8% | +349.0% | -180.2% | +141.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling