+26.4%
AGNC vs TRI
-10.0%
+36.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | -4.7% | -7.9% | +3.2% | -3.3% |
| 30D | -5.7% | -4.5% | -1.2% | -5.1% |
| 3M | +1.9% | +22.1% | -20.2% | -3.0% |
| 6M | +1.8% | -2.8% | +4.6% | +1.5% |
| YTD | +3.4% | -23.4% | +26.9% | +11.4% |
| 1Y | +13.6% | -41.5% | +55.1% | +36.0% |
| 3Y | +60.4% | -19.2% | +79.6% | +57.0% |
| All | +26.4% | -10.0% | +36.4% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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