-21.2%
TMUS vs AGNC
+2.0%
-23.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +3.0% |
| 7D | +7.5% | +1.5% | +6.0% | +7.4% |
| 30D | -3.3% | +3.9% | -7.3% | -3.5% |
| 3M | -9.7% | -13.5% | +3.8% | -10.4% |
| 6M | -17.2% | -10.6% | -6.6% | -17.3% |
| YTD | -20.3% | -7.2% | -13.2% | -23.2% |
| 1Y | -21.2% | 0.0% | -21.2% | -26.4% |
| All | -21.2% | +2.0% | -23.2% | -26.4% |
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 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