+80.6%
AGNC vs TMF
-86.4%
+167.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.7% | -5.1% | +0.4% | -4.2% |
| 30D | -5.7% | -4.6% | -1.1% | -5.3% |
| 3M | +1.9% | -16.6% | +18.4% | +3.6% |
| 6M | +1.8% | -19.9% | +21.7% | +3.9% |
| YTD | +3.4% | -20.2% | +23.6% | +5.5% |
| 1Y | +13.6% | -27.7% | +41.3% | +16.8% |
| 3Y | +60.4% | -43.9% | +104.3% | +65.7% |
| 5Y | +27.0% | -88.4% | +115.4% | +31.7% |
| All | +80.6% | -86.4% | +167.1% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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