-36.5%
TSLL vs AGNC
+67.9%
-104.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +2.0% |
| 7D | +5.1% | -1.0% | +6.2% | +6.7% |
| 30D | +20.0% | -1.2% | +21.2% | +22.4% |
| 3M | -23.8% | +5.4% | -29.1% | -28.4% |
| 6M | -30.3% | +6.7% | -37.0% | -35.3% |
| YTD | -47.7% | +7.1% | -54.8% | -52.3% |
| 1Y | -21.2% | +16.3% | -37.5% | -37.0% |
| All | -36.5% | +67.9% | -104.4% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling