+61.0%
AGNC vs TMF
-44.0%
+105.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -2.2% |
| 7D | -4.4% | -4.8% | +0.4% | -3.3% |
| 30D | -5.4% | -4.9% | -0.5% | -4.3% |
| 3M | +3.5% | -13.4% | +16.9% | +7.0% |
| 6M | +1.7% | -23.0% | +24.8% | +8.0% |
| YTD | +3.9% | -20.2% | +24.0% | +9.2% |
| 1Y | +13.8% | -26.5% | +40.3% | +21.7% |
| All | +61.0% | -44.0% | +105.0% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling