+13.6%
AGNC vs TYL
-39.1%
+52.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -4.7% | -7.5% | +2.8% | -4.4% |
| 30D | -5.7% | +6.0% | -11.7% | -5.8% |
| 3M | +1.9% | +13.9% | -12.1% | +1.6% |
| 6M | +1.8% | -3.3% | +5.1% | +1.4% |
| YTD | +3.4% | -25.8% | +29.3% | +5.6% |
| 1Y | +13.6% | -39.2% | +52.8% | +18.4% |
| All | +13.6% | -39.1% | +52.7% | +18.4% |
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