+578.5%
AGNC vs TMF
-70.4%
+649.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -2.9% |
| 7D | -4.4% | -4.8% | +0.4% | -4.2% |
| 30D | -5.4% | -4.9% | -0.5% | -5.2% |
| 3M | +3.5% | -13.4% | +16.9% | +4.1% |
| 6M | +1.7% | -23.0% | +24.8% | +2.9% |
| YTD | +3.9% | -20.2% | +24.0% | +4.9% |
| 1Y | +13.8% | -26.5% | +40.3% | +15.3% |
| 3Y | +63.3% | -45.2% | +108.5% | +65.9% |
| 5Y | +27.5% | -88.4% | +115.9% | +28.6% |
| 10Y | +83.8% | -86.5% | +170.3% | +84.7% |
| All | +578.5% | -70.4% | +649.0% | +629.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling