+1,779.8%
TSM vs AGNC
+83.7%
+1,696.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +1.0% | -4.7% | +5.7% | +3.0% |
| 30D | +1.0% | -5.7% | +6.6% | +3.4% |
| 3M | +2.9% | +1.9% | +1.0% | +1.9% |
| 6M | +22.8% | +1.8% | +21.0% | +21.8% |
| YTD | +43.3% | +3.4% | +39.9% | +41.1% |
| 1Y | +69.2% | +13.6% | +55.6% | +60.2% |
| 3Y | +404.5% | +60.4% | +344.1% | +314.5% |
| 5Y | +282.2% | +27.0% | +255.2% | +238.8% |
| All | +1,779.8% | +83.7% | +1,696.1% | +1,358.0% |
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