+26.4%
AGNC vs TDY
+39.0%
-12.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | -4.7% | -1.1% | -3.6% | -4.3% |
| 30D | -5.7% | -12.0% | +6.4% | -1.0% |
| 3M | +1.9% | -3.2% | +5.1% | +2.8% |
| 6M | +1.8% | -7.9% | +9.7% | +4.5% |
| YTD | +3.4% | +18.2% | -14.8% | -4.4% |
| 1Y | +13.6% | +6.7% | +7.0% | +9.2% |
| 3Y | +60.4% | +47.5% | +12.8% | +31.0% |
| All | +26.4% | +39.0% | -12.6% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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