+36.7%
TMUS vs AGNC
+62.2%
-25.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +0.4% | -4.7% | +5.1% | +0.9% |
| 30D | +3.5% | -5.7% | +9.2% | +4.1% |
| 3M | -1.3% | +1.9% | -3.2% | -1.4% |
| 6M | -13.6% | +1.8% | -15.4% | -13.7% |
| YTD | -8.8% | +3.4% | -12.2% | -9.3% |
| 1Y | -22.9% | +13.6% | -36.5% | -24.3% |
| 3Y | +36.7% | +60.4% | -23.6% | +31.3% |
| All | +36.7% | +62.2% | -25.5% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling