+1.8%
TYL vs AGI
+127.5%
-125.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +0.8% | -10.1% | +10.9% | +1.3% |
| 30D | +21.1% | -6.5% | +27.7% | +21.2% |
| 3M | +28.9% | -12.8% | +41.7% | +29.4% |
| 6M | +42.0% | -34.3% | +76.3% | +45.5% |
| YTD | -6.6% | -25.6% | +19.0% | -5.1% |
| 1Y | -9.1% | -14.2% | +5.2% | -8.3% |
| 3Y | +1.8% | +127.3% | -125.4% | -5.1% |
| All | +1.8% | +127.5% | -125.6% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling