-22.4%
TYL vs AGI
+309.0%
-331.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.5% |
| 7D | +6.7% | +16.0% | -9.3% | +5.0% |
| 30D | +26.5% | +1.0% | +25.6% | +26.1% |
| 3M | +37.3% | +2.5% | +34.8% | +36.2% |
| 6M | +31.2% | -24.0% | +55.2% | +34.6% |
| YTD | -7.4% | -17.2% | +9.9% | -6.7% |
| 1Y | -9.6% | +4.9% | -14.5% | -12.0% |
| 3Y | +1.9% | +142.6% | -140.7% | -17.3% |
| All | -22.4% | +309.0% | -331.4% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling