+1,282.5%
TSEM vs AGNC
+83.7%
+1,198.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -4.9% | -4.7% | -0.2% | -3.2% |
| 30D | -18.7% | -5.7% | -13.1% | -17.1% |
| 3M | -18.1% | +1.9% | -20.0% | -19.0% |
| 6M | +77.1% | +1.8% | +75.3% | +75.1% |
| YTD | +80.1% | +3.4% | +76.7% | +77.1% |
| 1Y | +220.4% | +13.6% | +206.8% | +204.2% |
| 3Y | +650.1% | +60.4% | +589.7% | +529.9% |
| 5Y | +628.9% | +27.0% | +601.9% | +563.7% |
| All | +1,282.5% | +83.7% | +1,198.8% | +1,041.4% |
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 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