0.0%
AGNC vs TYL
-10.1%
+10.0%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.7% | -0.7% | +3.8% |
| 7D | +1.5% | +17.3% | -15.8% | +0.8% |
| 30D | +3.9% | +28.9% | -25.0% | +2.9% |
| 3M | -13.5% | +35.1% | -48.5% | -14.3% |
| 6M | -10.6% | +29.3% | -39.9% | -11.7% |
| YTD | -7.2% | -6.8% | -0.4% | -6.5% |
| 1Y | 0.0% | -9.9% | +9.9% | +1.4% |
| All | 0.0% | -10.1% | +10.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling