+181.2%
TSCO vs AGNC
+83.7%
+97.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -5.7% | -4.7% | -1.0% | -4.5% |
| 30D | -8.8% | -5.7% | -3.1% | -7.4% |
| 3M | +6.3% | +1.9% | +4.5% | +5.8% |
| 6M | -32.3% | +1.8% | -34.1% | -32.7% |
| YTD | -32.7% | +3.4% | -36.1% | -33.5% |
| 1Y | -43.7% | +13.6% | -57.3% | -45.6% |
| 3Y | -19.7% | +60.4% | -80.0% | -29.0% |
| 5Y | -11.6% | +27.0% | -38.6% | -19.2% |
| All | +181.2% | +83.7% | +97.6% | +157.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling