+159.7%
TRV vs AGNC
+26.7%
+133.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +1.9% | -4.7% | +6.6% | +2.8% |
| 30D | +1.7% | -5.7% | +7.4% | +2.8% |
| 3M | +23.9% | +1.9% | +22.0% | +23.2% |
| 6M | +26.3% | +1.8% | +24.5% | +25.4% |
| YTD | +30.8% | +3.4% | +27.4% | +29.4% |
| 1Y | +36.3% | +13.6% | +22.7% | +32.2% |
| 3Y | +145.0% | +60.4% | +84.6% | +122.8% |
| All | +159.7% | +26.7% | +133.0% | +158.4% |
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