+1,019.6%
TRV vs AGNC
+622.7%
+396.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +1.9% | -4.7% | +6.6% | +3.9% |
| 30D | +1.7% | -5.7% | +7.4% | +4.1% |
| 3M | +23.9% | +1.9% | +22.0% | +22.6% |
| 6M | +26.3% | +1.8% | +24.5% | +24.5% |
| YTD | +30.8% | +3.4% | +27.4% | +27.8% |
| 1Y | +36.3% | +13.6% | +22.7% | +28.0% |
| 3Y | +145.0% | +60.4% | +84.6% | +95.2% |
| 5Y | +163.9% | +27.0% | +136.9% | +126.4% |
| 10Y | +305.8% | +83.1% | +222.7% | +181.9% |
| All | +1,019.6% | +622.7% | +396.9% | +174.0% |
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