+94.9%
TJX vs AGNC
+25.3%
+69.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -4.6% | -5.3% | +0.6% | -3.2% |
| 30D | -17.2% | -6.9% | -10.3% | -15.5% |
| 3M | -25.0% | +1.2% | -26.1% | -25.3% |
| 6M | -18.4% | +5.6% | -24.0% | -19.9% |
| YTD | -17.2% | +2.8% | -20.1% | -18.3% |
| 1Y | -8.6% | +13.5% | -22.1% | -12.4% |
| 3Y | +40.0% | +55.3% | -15.3% | +22.0% |
| 5Y | +94.9% | +26.9% | +68.1% | +94.1% |
| All | +94.9% | +25.3% | +69.6% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 5y: compounded portfolio wealth divided by compounded AGNC 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…
5y analysis · Full analysis span regression · 6 months rolling