+1,907.6%
TJX vs AGNC
+622.7%
+1,284.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.6% | -4.7% | +0.1% | -3.1% |
| 30D | -17.2% | -5.7% | -11.5% | -15.6% |
| 3M | -24.9% | +1.9% | -26.8% | -25.5% |
| 6M | -19.7% | +1.8% | -21.5% | -20.4% |
| YTD | -17.2% | +3.4% | -20.6% | -18.6% |
| 1Y | -9.4% | +13.6% | -23.0% | -13.8% |
| 3Y | +43.1% | +60.4% | -17.3% | +19.5% |
| 5Y | +96.7% | +27.0% | +69.7% | +75.2% |
| 10Y | +287.7% | +83.1% | +204.7% | +197.8% |
| All | +1,907.6% | +622.7% | +1,284.9% | +720.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling