+628.3%
AGNC vs TDY
+928.4%
-300.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | -4.7% | -1.1% | -3.6% | -4.3% |
| 30D | -5.7% | -12.0% | +6.4% | -1.5% |
| 3M | +1.9% | -3.2% | +5.1% | +2.7% |
| 6M | +1.8% | -7.9% | +9.7% | +4.2% |
| YTD | +3.4% | +18.2% | -14.8% | -3.1% |
| 1Y | +13.6% | +6.7% | +7.0% | +10.0% |
| 3Y | +60.4% | +47.5% | +12.8% | +37.1% |
| 5Y | +27.0% | +39.5% | -12.5% | +9.6% |
| 10Y | +83.1% | +477.2% | -394.1% | -3.0% |
| All | +628.3% | +928.4% | -300.1% | +197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling