+2,045.2%
TT vs AGNC
+648.3%
+1,396.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.3% |
| 7D | +1.4% | -1.0% | +2.4% | +1.9% |
| 30D | -6.7% | -1.2% | -5.4% | -6.2% |
| 3M | -5.4% | +5.4% | -10.8% | -7.9% |
| 6M | +4.4% | +6.7% | -2.3% | +1.0% |
| YTD | +14.9% | +7.1% | +7.8% | +10.9% |
| 1Y | +9.3% | +16.3% | -7.0% | +1.3% |
| 3Y | +121.7% | +68.5% | +53.3% | +71.1% |
| 5Y | +148.2% | +31.4% | +116.8% | +109.5% |
| 10Y | +957.3% | +89.6% | +867.7% | +615.5% |
| All | +2,045.2% | +648.3% | +1,396.9% | +451.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling