+7,192.4%
TDG vs AGNC
+622.7%
+6,569.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -1.9% | -4.7% | +2.8% | +0.4% |
| 30D | -7.7% | -5.7% | -2.0% | -5.1% |
| 3M | -9.3% | +1.9% | -11.2% | -10.3% |
| 6M | -9.4% | +1.8% | -11.2% | -10.5% |
| YTD | -14.3% | +3.4% | -17.7% | -16.3% |
| 1Y | -11.8% | +13.6% | -25.4% | -18.0% |
| 3Y | +52.0% | +60.4% | -8.4% | +15.9% |
| 5Y | +128.8% | +27.0% | +101.9% | +93.1% |
| 10Y | +543.8% | +83.1% | +460.7% | +355.5% |
| All | +7,192.4% | +622.7% | +6,569.7% | +2,296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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