+9,046.5%
TYL vs AGI
+5,459.2%
+3,587.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.9% |
| 7D | -3.7% | +0.6% | -4.3% | -3.7% |
| 30D | +18.7% | +18.2% | +0.5% | +17.8% |
| 3M | +18.1% | -4.1% | +22.3% | +18.1% |
| 6M | -1.1% | -28.7% | +27.6% | +0.1% |
| YTD | -19.8% | -4.0% | -15.8% | -20.0% |
| 1Y | -34.3% | +17.4% | -51.7% | -35.2% |
| 3Y | -8.2% | +203.0% | -211.2% | -13.9% |
| 5Y | -25.4% | +376.7% | -402.1% | -31.7% |
| 10Y | +115.6% | +407.5% | -291.9% | +92.7% |
| All | +9,046.5% | +5,459.2% | +3,587.3% | +6,986.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling