+1.1%
TEL vs AGNC
+22.6%
-21.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +3.0% | -1.2% | +4.2% | +3.6% |
| 30D | -3.9% | +0.9% | -4.8% | -4.5% |
| 3M | -5.1% | +7.0% | -12.1% | -9.0% |
| 6M | +0.6% | +3.9% | -3.3% | -3.1% |
| YTD | -7.3% | +8.5% | -15.8% | -11.0% |
| 1Y | +1.1% | +19.6% | -18.4% | -4.7% |
| All | +1.1% | +22.6% | -21.4% | -4.7% |
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