-53.1%
TE vs AGNC
+32.9%
-85.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.9% |
| 7D | +0.2% | -4.7% | +4.9% | +2.8% |
| 30D | -5.9% | -5.7% | -0.2% | -2.9% |
| 3M | -45.6% | +1.9% | -47.4% | -46.4% |
| 6M | -43.4% | +1.8% | -45.2% | -43.8% |
| YTD | -31.0% | +3.4% | -34.4% | -31.8% |
| 1Y | +145.2% | +13.6% | +131.6% | +132.0% |
| 3Y | -24.1% | +60.4% | -84.4% | -36.6% |
| 5Y | -48.1% | +27.0% | -75.1% | -56.4% |
| All | -53.1% | +32.9% | -85.9% | -61.0% |
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