+389.8%
TPR vs AGNC
+660.4%
-270.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.9% |
| 7D | -3.4% | +0.8% | -4.1% | -3.8% |
| 30D | -27.3% | -0.4% | -26.9% | -27.3% |
| 3M | -16.2% | +9.2% | -25.4% | -20.5% |
| 6M | -17.9% | +7.4% | -25.3% | -21.3% |
| YTD | -7.1% | +8.8% | -16.0% | -11.9% |
| 1Y | +13.6% | +18.3% | -4.6% | +2.7% |
| 3Y | +293.7% | +71.2% | +222.6% | +184.7% |
| 5Y | +239.1% | +34.8% | +204.3% | +175.9% |
| 10Y | +311.2% | +85.8% | +225.4% | +179.2% |
| All | +389.8% | +660.4% | -270.7% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling