-24.8%
TYL vs AGI
+385.7%
-410.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.8% |
| 7D | -3.7% | +0.6% | -4.3% | -3.8% |
| 30D | +18.7% | +18.2% | +0.5% | +16.4% |
| 3M | +18.1% | -4.1% | +22.3% | +18.4% |
| 6M | -1.1% | -28.7% | +27.6% | +2.8% |
| YTD | -19.8% | -4.0% | -15.8% | -20.3% |
| 1Y | -34.3% | +17.4% | -51.7% | -36.8% |
| 3Y | -8.2% | +203.0% | -211.2% | -26.4% |
| All | -24.8% | +385.7% | -410.5% | -45.4% |
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