+80.6%
AGNC vs THC
+1,022.1%
-941.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -4.7% | -0.5% | -4.2% | -4.6% |
| 30D | -5.7% | -1.2% | -4.5% | -5.6% |
| 3M | +1.9% | +52.3% | -50.4% | -5.2% |
| 6M | +1.8% | +12.4% | -10.6% | -0.8% |
| YTD | +3.4% | +32.7% | -29.2% | -2.1% |
| 1Y | +13.6% | +36.4% | -22.8% | +6.7% |
| 3Y | +60.4% | +259.3% | -198.9% | +25.6% |
| 5Y | +27.0% | +262.7% | -235.7% | -3.7% |
| All | +80.6% | +1,022.1% | -941.5% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling