0.0%
AGNC vs TSLQ
-17.8%
+17.7%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.4% | -2.5% | +4.3% |
| 7D | +1.5% | +9.8% | -8.4% | +2.0% |
| 30D | +3.9% | -6.0% | +10.0% | +3.7% |
| 3M | -13.5% | -35.0% | +21.5% | -15.4% |
| 6M | -10.6% | -24.9% | +14.3% | -10.8% |
| YTD | -7.2% | -12.7% | +5.5% | -7.1% |
| 1Y | 0.0% | -21.0% | +21.0% | +0.1% |
| All | 0.0% | -17.8% | +17.7% | +0.1% |
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