+80.6%
AGNC vs TNA
+86.1%
-5.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -4.7% | -7.3% | +2.6% | -3.2% |
| 30D | -5.7% | -14.2% | +8.5% | -2.7% |
| 3M | +1.9% | -4.6% | +6.4% | +2.5% |
| 6M | +1.8% | +36.9% | -35.1% | -5.8% |
| YTD | +3.4% | +42.5% | -39.1% | -5.6% |
| 1Y | +13.6% | +45.8% | -32.2% | +2.1% |
| 3Y | +60.4% | +104.7% | -44.3% | +24.2% |
| 5Y | +27.0% | -21.7% | +48.7% | +10.0% |
| All | +80.6% | +86.1% | -5.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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