+26.4%
AGNC vs TRGP
+628.1%
-601.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -5.7% | +8.0% | -13.7% | -7.7% |
| 3M | +1.9% | +8.3% | -6.4% | -0.8% |
| 6M | +1.8% | +23.9% | -22.1% | -5.0% |
| YTD | +3.4% | +59.6% | -56.2% | -10.7% |
| 1Y | +13.6% | +79.4% | -65.8% | -5.7% |
| 3Y | +60.4% | +269.4% | -209.1% | 0.0% |
| All | +26.4% | +628.1% | -601.7% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling