-48.6%
TOST vs AGNC
+26.4%
-75.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -5.4% | -4.7% | -0.7% | -1.9% |
| 30D | -5.7% | -5.7% | 0.0% | -1.5% |
| 3M | +30.1% | +1.9% | +28.2% | +27.9% |
| 6M | +11.9% | +1.8% | +10.1% | +9.3% |
| YTD | -9.5% | +3.4% | -13.0% | -13.9% |
| 1Y | -21.3% | +13.6% | -34.9% | -30.6% |
| 3Y | +50.7% | +60.4% | -9.7% | -0.8% |
| All | -48.6% | +26.4% | -75.0% | -47.8% |
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