+506.3%
AGNC vs TYL
+2,765.3%
-2,259.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -6.3% | +0.8% | -7.1% | -6.4% |
| 30D | -3.1% | +21.1% | -24.2% | -7.3% |
| 3M | -22.1% | +28.9% | -51.0% | -26.6% |
| 6M | -16.9% | +42.0% | -58.9% | -23.9% |
| YTD | -13.9% | -6.6% | -7.3% | -14.1% |
| 1Y | -6.9% | -9.1% | +2.2% | -6.6% |
| 3Y | +50.9% | +1.8% | +49.0% | +45.5% |
| 5Y | +3.9% | -22.9% | +26.9% | +4.4% |
| 10Y | +47.4% | +182.3% | -134.9% | +9.0% |
| All | +506.3% | +2,765.3% | -2,259.0% | +85.0% |
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 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