+890.1%
TTMI vs AGNC
+62.2%
+827.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +3.6% |
| 7D | +0.7% | -4.7% | +5.4% | +3.9% |
| 30D | -8.4% | -5.7% | -2.8% | -5.0% |
| 3M | -32.5% | +1.9% | -34.3% | -34.5% |
| 6M | +32.5% | +1.8% | +30.7% | +29.0% |
| YTD | +83.2% | +3.4% | +79.8% | +76.3% |
| 1Y | +161.7% | +13.6% | +148.1% | +135.4% |
| 3Y | +890.1% | +60.4% | +829.8% | +551.0% |
| All | +890.1% | +62.2% | +827.9% | +551.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling