+80.6%
AGNC vs TSN
-4.9%
+85.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -4.7% | +3.0% | -7.7% | -5.5% |
| 30D | -5.7% | -4.2% | -1.5% | -4.8% |
| 3M | +1.9% | -3.9% | +5.8% | +2.6% |
| 6M | +1.8% | -9.8% | +11.6% | +3.8% |
| YTD | +3.4% | -7.3% | +10.7% | +4.5% |
| 1Y | +13.6% | -2.2% | +15.8% | +12.9% |
| 3Y | +60.4% | +11.9% | +48.5% | +51.5% |
| 5Y | +27.0% | -16.9% | +43.9% | +28.6% |
| All | +80.6% | -4.9% | +85.6% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling