-10.0%
TYL vs AGI
+1.7%
-11.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.6% |
| 7D | +3.5% | +17.4% | -13.9% | +2.9% |
| 30D | +26.9% | -0.9% | +27.8% | +26.7% |
| 3M | +33.8% | -1.6% | +35.4% | +33.5% |
| 6M | +28.8% | -24.7% | +53.5% | +32.5% |
| YTD | -7.9% | -15.3% | +7.4% | -5.7% |
| All | -10.0% | +1.7% | -11.7% | -5.3% |
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