+80.6%
AGNC vs TRU
+147.2%
-66.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -4.7% | -2.7% | -2.0% | -3.8% |
| 30D | -5.7% | -2.0% | -3.6% | -5.2% |
| 3M | +1.9% | +18.4% | -16.6% | -4.2% |
| 6M | +1.8% | +8.9% | -7.1% | -2.1% |
| YTD | +3.4% | -8.9% | +12.4% | +4.6% |
| 1Y | +13.6% | -15.9% | +29.5% | +17.4% |
| 3Y | +60.4% | -1.1% | +61.5% | +48.3% |
| 5Y | +27.0% | -35.2% | +62.2% | +31.8% |
| All | +80.6% | +147.2% | -66.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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