-52.7%
TSLL vs AGNC
+48.2%
-100.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.4% |
| 7D | +6.1% | -4.7% | +10.8% | +11.9% |
| 30D | +20.6% | -5.7% | +26.3% | +29.0% |
| 3M | -25.4% | +1.9% | -27.3% | -26.4% |
| 6M | -34.2% | +1.8% | -36.0% | -34.4% |
| YTD | -48.4% | +3.4% | -51.8% | -49.8% |
| 1Y | -30.8% | +13.6% | -44.5% | -39.8% |
| 3Y | -37.4% | +60.4% | -97.8% | -58.1% |
| All | -52.7% | +48.2% | -100.9% | -55.1% |
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 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