-72.0%
TTD vs AGNC
+2.0%
-74.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +2.0% |
| 7D | +3.7% | +1.5% | +2.2% | +3.3% |
| 30D | +10.4% | +3.9% | +6.5% | +9.5% |
| 3M | -31.6% | -13.5% | -18.1% | -30.9% |
| 6M | -45.1% | -10.6% | -34.5% | -44.8% |
| YTD | -65.1% | -7.2% | -58.0% | -67.0% |
| 1Y | -72.0% | 0.0% | -72.0% | -75.2% |
| All | -72.0% | +2.0% | -74.0% | -75.2% |
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