+4.1%
AGNC vs TYL
-23.0%
+27.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -6.3% | +0.8% | -7.1% | -6.5% |
| 30D | -3.1% | +21.1% | -24.2% | -7.8% |
| 3M | -22.1% | +28.9% | -51.0% | -27.2% |
| 6M | -16.9% | +42.0% | -58.9% | -24.8% |
| YTD | -13.9% | -6.6% | -7.3% | -12.8% |
| 1Y | -6.9% | -9.1% | +2.2% | -4.9% |
| 3Y | +50.9% | +1.8% | +49.0% | +43.4% |
| All | +4.1% | -23.0% | +27.1% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling