+628.3%
AGNC vs TCOM
+177.5%
+450.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -4.7% | -4.9% | +0.2% | -4.2% |
| 30D | -5.7% | -14.4% | +8.7% | -4.0% |
| 3M | +1.9% | -17.7% | +19.5% | +3.8% |
| 6M | +1.8% | -25.1% | +26.9% | +4.9% |
| YTD | +3.4% | -45.7% | +49.2% | +10.1% |
| 1Y | +13.6% | -47.9% | +61.5% | +21.3% |
| 3Y | +60.4% | +8.9% | +51.4% | +54.1% |
| 5Y | +27.0% | +26.9% | +0.1% | +15.6% |
| 10Y | +83.1% | -11.2% | +94.3% | +66.6% |
| All | +628.3% | +177.5% | +450.8% | +383.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling