+688.4%
TTWO vs AGNC
+622.7%
+65.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.4% | -4.7% | +5.1% | +1.9% |
| 30D | -11.3% | -5.7% | -5.7% | -9.7% |
| 3M | +1.6% | +1.9% | -0.3% | +0.9% |
| 6M | +2.1% | +1.8% | +0.3% | +1.1% |
| YTD | -15.8% | +3.4% | -19.3% | -17.3% |
| 1Y | -12.6% | +13.6% | -26.2% | -16.8% |
| 3Y | +48.2% | +60.4% | -12.2% | +24.2% |
| 5Y | +40.0% | +27.0% | +13.0% | +24.7% |
| 10Y | +404.1% | +83.1% | +321.0% | +272.4% |
| All | +688.4% | +622.7% | +65.8% | +162.5% |
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