+80.6%
AGNC vs TYL
+101.5%
-20.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -4.7% | -7.5% | +2.8% | -3.0% |
| 30D | -5.7% | +6.0% | -11.7% | -7.0% |
| 3M | +1.9% | +13.9% | -12.1% | -1.5% |
| 6M | +1.8% | -3.3% | +5.1% | +1.7% |
| YTD | +3.4% | -25.8% | +29.3% | +9.4% |
| 1Y | +13.6% | -39.2% | +52.8% | +26.3% |
| 3Y | +60.4% | -13.2% | +73.5% | +60.1% |
| 5Y | +27.0% | -28.6% | +55.6% | +28.5% |
| All | +80.6% | +101.5% | -20.9% | +57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling