+364.1%
TTD vs AGNC
+79.2%
+284.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +2.5% |
| 7D | -7.4% | -4.4% | -3.0% | -5.0% |
| 30D | +3.0% | -5.4% | +8.4% | +6.4% |
| 3M | -27.6% | +3.5% | -31.0% | -29.3% |
| 6M | -49.5% | +1.7% | -51.2% | -50.5% |
| YTD | -63.2% | +3.9% | -67.1% | -64.7% |
| 1Y | -69.7% | +13.8% | -83.6% | -72.6% |
| 3Y | -83.3% | +63.3% | -146.7% | -88.2% |
| 5Y | -80.8% | +27.5% | -108.3% | -84.2% |
| All | +364.1% | +79.2% | +284.9% | +229.7% |
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