+44.1%
AGNC vs TW
+206.7%
-162.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -4.7% | -4.5% | -0.2% | -3.8% |
| 30D | -5.7% | -2.3% | -3.4% | -5.3% |
| 3M | +1.9% | +2.6% | -0.7% | +0.9% |
| 6M | +1.8% | -17.5% | +19.3% | +5.4% |
| YTD | +3.4% | -5.3% | +8.8% | +3.4% |
| 1Y | +13.6% | -14.8% | +28.4% | +16.3% |
| 3Y | +60.4% | +18.8% | +41.5% | +48.3% |
| 5Y | +27.0% | +20.7% | +6.3% | +13.7% |
| All | +44.1% | +206.7% | -162.6% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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