+628.3%
AGNC vs TKO
+2,152.8%
-1,524.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -4.7% | +2.3% | -7.0% | -5.0% |
| 30D | -5.7% | -2.5% | -3.2% | -5.4% |
| 3M | +1.9% | -10.6% | +12.5% | +3.3% |
| 6M | +1.8% | -5.1% | +6.9% | +2.3% |
| YTD | +3.4% | -8.2% | +11.7% | +4.2% |
| 1Y | +13.6% | -4.4% | +18.0% | +13.7% |
| 3Y | +60.4% | +100.4% | -40.0% | +43.1% |
| 5Y | +27.0% | +294.3% | -267.3% | +2.2% |
| 10Y | +83.1% | +983.2% | -900.1% | +20.1% |
| All | +628.3% | +2,152.8% | -1,524.5% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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