+628.3%
AGNC vs TRMB
+227.1%
+401.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -4.7% | -3.0% | -1.7% | -4.0% |
| 30D | -5.7% | +2.3% | -8.0% | -6.3% |
| 3M | +1.9% | +15.3% | -13.5% | -1.9% |
| 6M | +1.8% | -14.7% | +16.5% | +5.3% |
| YTD | +3.4% | -26.4% | +29.9% | +10.6% |
| 1Y | +13.6% | -30.4% | +44.0% | +22.8% |
| 3Y | +60.4% | +13.5% | +46.8% | +50.8% |
| 5Y | +27.0% | -38.6% | +65.6% | +36.0% |
| 10Y | +83.1% | +121.8% | -38.7% | +41.7% |
| All | +628.3% | +227.1% | +401.1% | +376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling