+1,020.6%
TMO vs AGNC
+622.7%
+397.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.6% | -4.7% | +4.0% | +0.9% |
| 30D | +1.1% | -5.7% | +6.8% | +3.0% |
| 3M | +28.3% | +1.9% | +26.5% | +27.5% |
| 6M | +23.3% | +1.8% | +21.5% | +22.4% |
| YTD | +5.5% | +3.4% | +2.0% | +4.1% |
| 1Y | +24.5% | +13.6% | +10.9% | +19.3% |
| 3Y | +19.6% | +60.4% | -40.8% | +2.6% |
| 5Y | +8.1% | +27.0% | -18.9% | -2.4% |
| 10Y | +336.7% | +83.1% | +253.6% | +237.3% |
| All | +1,020.6% | +622.7% | +397.9% | +348.9% |
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