+26.4%
AGNC vs TAP
-0.1%
+26.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -4.7% | -3.9% | -0.8% | -3.8% |
| 30D | -5.7% | -5.3% | -0.4% | -4.5% |
| 3M | +1.9% | -3.8% | +5.6% | +2.5% |
| 6M | +1.8% | -11.4% | +13.2% | +4.4% |
| YTD | +3.4% | -13.7% | +17.2% | +6.5% |
| 1Y | +13.6% | -17.2% | +30.8% | +18.0% |
| 3Y | +60.4% | -33.1% | +93.4% | +74.9% |
| All | +26.4% | -0.1% | +26.5% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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