+716.7%
TEL vs AGNC
+622.7%
+94.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +1.6% | -4.7% | +6.3% | +3.9% |
| 30D | -0.7% | -5.7% | +5.0% | +2.0% |
| 3M | +2.4% | +1.9% | +0.6% | +1.3% |
| 6M | +4.1% | +1.8% | +2.3% | +3.1% |
| YTD | -5.8% | +3.4% | -9.3% | -7.6% |
| 1Y | +0.9% | +13.6% | -12.7% | -5.4% |
| 3Y | +72.6% | +60.4% | +12.2% | +35.9% |
| 5Y | +57.5% | +27.0% | +30.6% | +36.0% |
| 10Y | +313.6% | +83.1% | +230.6% | +191.5% |
| All | +716.7% | +622.7% | +94.0% | +149.4% |
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