+220.4%
TSEM vs AGNC
+13.3%
+207.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -4.9% | -4.7% | -0.2% | -3.7% |
| 30D | -18.7% | -5.7% | -13.1% | -17.6% |
| 3M | -18.1% | +1.9% | -20.0% | -19.4% |
| 6M | +77.1% | +1.8% | +75.3% | +71.2% |
| YTD | +80.1% | +3.4% | +76.7% | +78.7% |
| 1Y | +220.4% | +13.6% | +206.8% | +219.5% |
| All | +220.4% | +13.3% | +207.1% | +219.5% |
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