-4.5%
TT vs AGNC
+2.0%
-6.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -2.8% |
| 7D | -8.5% | +1.5% | -9.9% | -8.8% |
| 30D | -12.8% | +3.9% | -16.7% | -13.9% |
| 3M | -12.9% | -13.5% | +0.6% | -7.6% |
| 6M | -15.2% | -10.6% | -4.6% | -12.0% |
| YTD | +6.2% | -7.2% | +13.4% | +6.3% |
| 1Y | -4.5% | 0.0% | -4.5% | -8.4% |
| All | -4.5% | +2.0% | -6.5% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling