-49.1%
TSLL vs AGNC
+23.4%
-72.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -4.1% |
| 7D | +17.8% | -6.3% | +24.1% | +25.6% |
| 30D | +8.2% | -3.1% | +11.4% | +10.3% |
| 3M | +20.9% | -22.1% | +42.9% | +56.4% |
| 6M | -37.5% | -16.9% | -20.6% | -23.9% |
| YTD | -44.5% | -13.9% | -30.6% | -35.2% |
| 1Y | -33.0% | -6.9% | -26.1% | -28.2% |
| 3Y | -6.4% | +50.9% | -57.2% | -31.5% |
| All | -49.1% | +23.4% | -72.5% | -42.1% |
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