-24.1%
TE vs AGNC
+62.2%
-86.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.1% |
| 7D | +0.2% | -4.7% | +4.9% | +6.0% |
| 30D | -5.9% | -5.7% | -0.2% | +0.8% |
| 3M | -45.6% | +1.9% | -47.4% | -47.6% |
| 6M | -43.4% | +1.8% | -45.2% | -44.9% |
| YTD | -31.0% | +3.4% | -34.4% | -33.8% |
| 1Y | +145.2% | +13.6% | +131.6% | +112.2% |
| 3Y | -24.1% | +60.4% | -84.4% | -56.9% |
| All | -24.1% | +62.2% | -86.2% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling