+60.4%
AGNC vs TLN
+471.2%
-410.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -4.7% | -1.3% | -3.4% | -4.6% |
| 30D | -5.7% | -14.3% | +8.7% | -4.6% |
| 3M | +1.9% | -9.3% | +11.2% | +2.3% |
| 6M | +1.8% | -1.1% | +2.9% | +1.3% |
| YTD | +3.4% | -16.6% | +20.0% | +3.9% |
| 1Y | +13.6% | -22.0% | +35.6% | +14.4% |
| 3Y | +60.4% | +470.2% | -409.8% | +34.4% |
| All | +60.4% | +471.2% | -410.8% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling