+26.4%
AGNC vs TENB
-35.4%
+61.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +0.5% |
| 7D | -4.7% | -12.1% | +7.4% | -2.9% |
| 30D | -5.7% | -18.6% | +13.0% | -3.0% |
| 3M | +1.9% | +12.1% | -10.2% | -0.9% |
| 6M | +1.8% | +46.8% | -45.0% | -6.0% |
| YTD | +3.4% | +28.0% | -24.5% | -2.7% |
| 1Y | +13.6% | -1.4% | +15.0% | +12.1% |
| 3Y | +60.4% | -33.9% | +94.3% | +67.3% |
| All | +26.4% | -35.4% | +61.9% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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