-20.7%
TLT vs AGNC
+83.7%
-104.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -1.6% | -4.7% | +3.1% | -1.2% |
| 30D | -1.1% | -5.7% | +4.5% | -0.6% |
| 3M | -4.9% | +1.9% | -6.7% | -5.0% |
| 6M | -5.0% | +1.8% | -6.8% | -5.2% |
| YTD | -4.4% | +3.4% | -7.8% | -4.8% |
| 1Y | -6.4% | +13.6% | -20.0% | -7.6% |
| 3Y | -2.0% | +60.4% | -62.4% | -6.2% |
| 5Y | -35.0% | +27.0% | -62.0% | -38.3% |
| All | -20.7% | +83.7% | -104.4% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling