+664.2%
AGNC vs TYL
+2,359.7%
-1,695.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.8% |
| 7D | -1.2% | -3.7% | +2.5% | -0.4% |
| 30D | +0.9% | +18.7% | -17.8% | -3.0% |
| 3M | +7.0% | +18.1% | -11.2% | +2.6% |
| 6M | +3.9% | -1.1% | +5.0% | +3.2% |
| YTD | +8.5% | -19.8% | +28.3% | +12.3% |
| 1Y | +19.6% | -34.3% | +53.9% | +29.5% |
| 3Y | +66.1% | -8.2% | +74.3% | +64.2% |
| 5Y | +31.8% | -25.4% | +57.3% | +33.8% |
| 10Y | +87.0% | +115.6% | -28.6% | +47.0% |
| All | +664.2% | +2,359.7% | -1,695.5% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling