+654.1%
AGNC vs TAP
+7.9%
+646.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -1.0% | -5.1% | +4.0% | +0.4% |
| 30D | -1.2% | -8.4% | +7.2% | +1.0% |
| 3M | +5.4% | -3.9% | +9.3% | +6.2% |
| 6M | +6.7% | -14.4% | +21.1% | +10.7% |
| YTD | +7.1% | -14.7% | +21.9% | +10.9% |
| 1Y | +16.3% | -18.7% | +34.9% | +21.7% |
| 3Y | +68.5% | -32.6% | +101.1% | +83.7% |
| 5Y | +31.4% | -1.4% | +32.8% | +26.8% |
| 10Y | +89.6% | -50.4% | +140.0% | +108.3% |
| All | +654.1% | +7.9% | +646.2% | +473.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling