+26.4%
AGNC vs TMF
-88.5%
+115.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.7% | -5.1% | +0.4% | -3.8% |
| 30D | -5.7% | -4.6% | -1.1% | -4.9% |
| 3M | +1.9% | -16.6% | +18.4% | +4.9% |
| 6M | +1.8% | -19.9% | +21.7% | +5.6% |
| YTD | +3.4% | -20.2% | +23.6% | +7.2% |
| 1Y | +13.6% | -27.7% | +41.3% | +19.4% |
| 3Y | +60.4% | -43.9% | +104.3% | +70.3% |
| All | +26.4% | -88.5% | +115.0% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling