+6,558.3%
TSM vs AGNC
+625.5%
+5,932.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.4% | -0.5% |
| 7D | +2.6% | -4.4% | +7.1% | +4.5% |
| 30D | +1.4% | -5.4% | +6.8% | +3.6% |
| 3M | +5.0% | +3.5% | +1.5% | +3.3% |
| 6M | +24.0% | +1.7% | +22.2% | +23.0% |
| YTD | +41.6% | +3.9% | +37.7% | +39.3% |
| 1Y | +66.2% | +13.8% | +52.3% | +57.5% |
| 3Y | +398.2% | +63.3% | +334.9% | +307.3% |
| 5Y | +277.6% | +27.5% | +250.1% | +234.1% |
| 10Y | +1,783.1% | +83.8% | +1,699.3% | +1,296.0% |
| All | +6,558.3% | +625.5% | +5,932.8% | +2,255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling