+149.1%
TT vs AGNC
+26.7%
+122.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -1.2% | -4.7% | +3.5% | +0.6% |
| 30D | -7.3% | -5.7% | -1.6% | -5.3% |
| 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% | +12.5% |
| 1Y | +7.4% | +13.6% | -6.2% | +1.6% |
| 3Y | +116.2% | +60.4% | +55.9% | +77.0% |
| All | +149.1% | +26.7% | +122.4% | +124.6% |
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