-53.1%
TSLL vs AGNC
+48.8%
-101.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | +1.1% |
| 7D | -7.3% | -4.4% | -2.9% | -2.6% |
| 30D | +15.8% | -5.4% | +21.2% | +23.4% |
| 3M | -19.5% | +3.5% | -22.9% | -21.8% |
| 6M | -32.1% | +1.7% | -33.8% | -32.2% |
| YTD | -48.9% | +3.9% | -52.7% | -50.5% |
| 1Y | -23.4% | +13.8% | -37.2% | -33.5% |
| 3Y | -28.6% | +63.3% | -91.9% | -52.8% |
| All | -53.1% | +48.8% | -101.9% | -55.7% |
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 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