-10.4%
TSCO vs AGNC
+26.7%
-37.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -5.7% | -4.7% | -1.0% | -4.3% |
| 30D | -8.8% | -5.7% | -3.1% | -7.1% |
| 3M | +6.3% | +1.9% | +4.5% | +5.6% |
| 6M | -32.3% | +1.8% | -34.1% | -32.8% |
| YTD | -32.7% | +3.4% | -36.1% | -33.7% |
| 1Y | -43.7% | +13.6% | -57.3% | -46.1% |
| 3Y | -19.7% | +60.4% | -80.0% | -30.9% |
| All | -10.4% | +26.7% | -37.1% | -17.4% |
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