0.0%
AGNC vs TRMB
-31.2%
+31.2%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -17.3% | +21.3% | +5.5% |
| 7D | +1.5% | -15.7% | +17.2% | +2.6% |
| 30D | +3.9% | -7.8% | +11.7% | +3.5% |
| 3M | -13.5% | -9.3% | -4.2% | -13.7% |
| 6M | -10.6% | -20.8% | +10.2% | -9.8% |
| YTD | -7.2% | -30.8% | +23.6% | -5.7% |
| 1Y | 0.0% | -31.0% | +30.9% | +1.6% |
| All | 0.0% | -31.2% | +31.2% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling