+27.5%
AGNC vs TYL
-30.1%
+57.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.5% |
| 7D | -4.4% | -11.5% | +7.1% | -1.5% |
| 30D | -5.4% | +3.9% | -9.3% | -6.4% |
| 3M | +3.5% | +10.8% | -7.3% | +0.3% |
| 6M | +1.7% | -5.3% | +7.0% | +2.2% |
| YTD | +3.9% | -26.1% | +29.9% | +11.6% |
| 1Y | +13.8% | -38.5% | +52.4% | +29.7% |
| 3Y | +63.3% | -14.5% | +77.8% | +61.4% |
| 5Y | +27.5% | -28.9% | +56.4% | +26.3% |
| All | +27.5% | -30.1% | +57.6% | +26.3% |
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