+19.6%
AGNC vs TRGP
+80.7%
-61.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -1.2% | +0.8% | -2.0% | -1.2% |
| 30D | +0.9% | +11.5% | -10.6% | +1.2% |
| 3M | +7.0% | +9.0% | -2.0% | +7.2% |
| 6M | +3.9% | +20.5% | -16.6% | +3.1% |
| YTD | +8.5% | +59.5% | -51.0% | +3.8% |
| 1Y | +19.6% | +77.9% | -58.4% | +12.2% |
| All | +19.6% | +80.7% | -61.1% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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