+47.5%
TMUS vs AGNC
+26.7%
+20.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +0.4% | -4.7% | +5.1% | +1.3% |
| 30D | +3.5% | -5.7% | +9.2% | +4.6% |
| 3M | -1.3% | +1.9% | -3.2% | -1.6% |
| 6M | -13.6% | +1.8% | -15.4% | -14.1% |
| YTD | -8.8% | +3.4% | -12.2% | -9.8% |
| 1Y | -22.9% | +13.6% | -36.5% | -25.2% |
| 3Y | +36.7% | +60.4% | -23.6% | +22.3% |
| All | +47.5% | +26.7% | +20.8% | +43.2% |
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