-35.4%
TLT vs AGNC
+26.7%
-62.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.6% | -4.7% | +3.1% | -0.8% |
| 30D | -1.1% | -5.7% | +4.5% | -0.1% |
| 3M | -4.9% | +1.9% | -6.7% | -5.2% |
| 6M | -5.0% | +1.8% | -6.8% | -5.5% |
| YTD | -4.4% | +3.4% | -7.8% | -5.2% |
| 1Y | -6.4% | +13.6% | -20.0% | -8.9% |
| 3Y | -2.0% | +60.4% | -62.4% | -11.0% |
| All | -35.4% | +26.7% | -62.0% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling