+289.9%
TPR vs AGNC
+62.8%
+227.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +3.5% |
| 7D | -5.1% | -4.4% | -0.7% | -2.9% |
| 30D | -27.6% | -5.4% | -22.2% | -25.5% |
| 3M | -17.5% | +3.5% | -20.9% | -19.2% |
| 6M | -21.3% | +1.7% | -23.1% | -22.3% |
| YTD | -8.5% | +3.9% | -12.3% | -10.9% |
| 1Y | +11.5% | +13.8% | -2.4% | +3.4% |
| All | +289.9% | +62.8% | +227.0% | +221.7% |
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