+628.3%
AGNC vs TSN
+311.7%
+316.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -4.7% | +3.0% | -7.7% | -5.4% |
| 30D | -5.7% | -4.2% | -1.5% | -4.9% |
| 3M | +1.9% | -3.9% | +5.8% | +2.5% |
| 6M | +1.8% | -9.8% | +11.6% | +3.6% |
| YTD | +3.4% | -7.3% | +10.7% | +4.5% |
| 1Y | +13.6% | -2.2% | +15.8% | +13.1% |
| 3Y | +60.4% | +11.9% | +48.5% | +53.4% |
| 5Y | +27.0% | -16.9% | +43.9% | +28.7% |
| 10Y | +83.1% | -4.8% | +87.9% | +74.1% |
| All | +628.3% | +311.7% | +316.6% | +347.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling