+26.4%
AGNC vs TCOM
+29.4%
-3.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -4.7% | -4.9% | +0.2% | -4.3% |
| 30D | -5.7% | -14.4% | +8.7% | -4.4% |
| 3M | +1.9% | -17.7% | +19.5% | +3.4% |
| 6M | +1.8% | -25.1% | +26.9% | +4.2% |
| YTD | +3.4% | -45.7% | +49.2% | +8.5% |
| 1Y | +13.6% | -47.9% | +61.5% | +19.6% |
| 3Y | +60.4% | +8.9% | +51.4% | +55.1% |
| All | +26.4% | +29.4% | -3.0% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 5y: compounded portfolio wealth divided by compounded TCOM 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…
5y analysis · Full analysis span regression · 6 months rolling