+13.6%
AGNC vs TRGP
+82.5%
-68.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -5.7% | +8.0% | -13.7% | -5.5% |
| 3M | +1.9% | +8.3% | -6.4% | +2.0% |
| 6M | +1.8% | +23.9% | -22.1% | +0.4% |
| YTD | +3.4% | +59.6% | -56.2% | -1.8% |
| 1Y | +13.6% | +79.4% | -65.8% | +5.4% |
| All | +13.6% | +82.5% | -68.8% | +5.4% |
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