+917.7%
TT vs AGNC
+83.7%
+834.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -1.2% | -4.7% | +3.5% | +0.8% |
| 30D | -7.3% | -5.7% | -1.6% | -5.1% |
| 3M | -3.6% | +1.9% | -5.5% | -4.6% |
| 6M | +2.8% | +1.8% | +1.0% | +1.7% |
| YTD | +14.5% | +3.4% | +11.1% | +12.4% |
| 1Y | +7.4% | +13.6% | -6.2% | +1.2% |
| 3Y | +116.2% | +60.4% | +55.9% | +74.1% |
| 5Y | +147.4% | +27.0% | +120.4% | +116.6% |
| All | +917.7% | +83.7% | +834.0% | +665.9% |
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