+19.6%
AGNC vs TSLQ
-50.5%
+70.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.0% | -12.1% | +0.5% |
| 7D | -1.2% | -5.8% | +4.6% | -1.4% |
| 30D | +0.9% | -22.1% | +23.0% | -0.1% |
| 3M | +7.0% | +10.1% | -3.1% | +8.3% |
| 6M | +3.9% | -6.8% | +10.7% | +4.5% |
| YTD | +8.5% | +8.5% | 0.0% | +9.2% |
| 1Y | +19.6% | -49.7% | +69.3% | +20.7% |
| All | +19.6% | -50.5% | +70.0% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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