+19.6%
AGNC vs TSN
-5.8%
+25.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -1.2% | -6.3% | +5.1% | -0.8% |
| 30D | +0.9% | -10.8% | +11.7% | +1.8% |
| 3M | +7.0% | -8.8% | +15.7% | +7.8% |
| 6M | +3.9% | -16.8% | +20.7% | +5.1% |
| YTD | +8.5% | -10.0% | +18.5% | +8.8% |
| 1Y | +19.6% | -5.3% | +24.8% | +17.9% |
| All | +19.6% | -5.8% | +25.3% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling