+376.4%
TTD vs AGNC
+78.5%
+297.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.9% |
| 7D | -0.6% | -4.7% | +4.1% | +2.2% |
| 30D | +6.3% | -5.7% | +12.0% | +10.0% |
| 3M | -24.1% | +1.9% | -26.0% | -25.3% |
| 6M | -47.4% | +1.8% | -49.2% | -48.6% |
| YTD | -62.2% | +3.4% | -65.7% | -63.6% |
| 1Y | -68.3% | +13.6% | -81.9% | -71.3% |
| 3Y | -83.4% | +60.4% | -143.8% | -88.1% |
| 5Y | -80.3% | +27.0% | -107.3% | -83.7% |
| All | +376.4% | +78.5% | +297.9% | +239.2% |
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 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