0.0%
AGNC vs THC
+46.1%
-46.2%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.6% | -5.6% | +2.7% |
| 7D | +1.5% | +8.8% | -7.4% | +0.3% |
| 30D | +3.9% | +12.6% | -8.7% | +2.3% |
| 3M | -13.5% | +15.4% | -28.8% | -15.1% |
| 6M | -10.6% | +57.7% | -68.3% | -15.6% |
| YTD | -7.2% | +47.1% | -54.3% | -11.8% |
| 1Y | 0.0% | +40.7% | -40.7% | -4.7% |
| All | 0.0% | +46.1% | -46.2% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling