+73.1%
AGNC vs TLN
+571.8%
-498.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.8% |
| 7D | -4.4% | +2.0% | -6.4% | -4.6% |
| 30D | -5.4% | -12.9% | +7.6% | -4.4% |
| 3M | +3.5% | -7.4% | +10.9% | +3.7% |
| 6M | +1.7% | -6.0% | +7.8% | +1.6% |
| YTD | +3.9% | -16.9% | +20.7% | +4.3% |
| 1Y | +13.8% | -22.6% | +36.5% | +14.7% |
| 3Y | +63.3% | +469.0% | -405.7% | +22.7% |
| All | +73.1% | +571.8% | -498.6% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling