-25.8%
TE vs AGNC
+2.0%
-27.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.0% | -7.5% | -8.0% |
| 7D | +3.8% | +1.5% | +2.3% | +1.8% |
| 30D | -26.2% | +3.9% | -30.2% | -29.8% |
| 3M | -49.7% | -13.5% | -36.3% | -38.3% |
| 6M | -46.5% | -10.6% | -35.9% | -38.9% |
| YTD | -59.1% | -7.2% | -51.9% | -59.5% |
| 1Y | -25.8% | 0.0% | -25.8% | -42.5% |
| All | -25.8% | +2.0% | -27.8% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling