-29.4%
TSCO vs AGNC
+2.0%
-31.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +2.9% |
| 7D | +15.7% | +1.5% | +14.2% | +15.1% |
| 30D | +16.4% | +3.9% | +12.5% | +15.0% |
| 3M | +11.2% | -13.5% | +24.7% | +15.5% |
| 6M | +14.9% | -10.6% | +25.5% | +18.4% |
| YTD | -25.4% | -7.2% | -18.2% | -26.4% |
| 1Y | -29.4% | 0.0% | -29.3% | -33.9% |
| All | -29.4% | +2.0% | -31.4% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling