-72.2%
TTD vs AGNC
+22.6%
-94.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | +6.3% | -1.2% | +7.5% | +6.5% |
| 30D | -23.9% | +0.9% | -24.8% | -23.9% |
| 3M | -31.4% | +7.0% | -38.4% | -32.0% |
| 6M | -42.7% | +3.9% | -46.6% | -43.3% |
| YTD | -62.0% | +8.5% | -70.5% | -63.6% |
| 1Y | -72.2% | +19.6% | -91.8% | -74.8% |
| All | -72.2% | +22.6% | -94.8% | -74.8% |
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