+10,407.0%
TYL vs AGI
+4,805.9%
+5,601.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.7% |
| 7D | +3.5% | +17.4% | -13.9% | +2.7% |
| 30D | +26.9% | -0.9% | +27.8% | +26.8% |
| 3M | +33.8% | -1.6% | +35.4% | +33.7% |
| 6M | +28.8% | -24.7% | +53.5% | +30.1% |
| YTD | -7.9% | -15.3% | +7.4% | -7.7% |
| 1Y | -9.8% | +5.5% | -15.3% | -10.6% |
| 3Y | +1.2% | +154.5% | -153.3% | -4.3% |
| 5Y | -22.8% | +310.6% | -333.4% | -28.9% |
| 10Y | +168.8% | +362.7% | -193.9% | +141.4% |
| All | +10,407.0% | +4,805.9% | +5,601.2% | +8,077.4% |
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 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