+178.2%
TFC vs AGNC
+625.5%
-447.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +2.2% |
| 7D | -2.5% | -4.4% | +1.9% | +0.2% |
| 30D | -2.8% | -5.4% | +2.6% | +0.4% |
| 3M | +2.1% | +3.5% | -1.3% | -0.3% |
| 6M | +10.1% | +1.7% | +8.4% | +8.4% |
| YTD | +5.4% | +3.9% | +1.6% | +2.2% |
| 1Y | +16.3% | +13.8% | +2.5% | +6.4% |
| 3Y | +95.9% | +63.3% | +32.5% | +41.8% |
| 5Y | +16.0% | +27.5% | -11.5% | -4.2% |
| 10Y | +97.9% | +83.8% | +14.1% | +26.5% |
| All | +178.2% | +625.5% | -447.3% | -56.8% |
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