+190.5%
AGNC vs TRGP
+2,232.9%
-2,042.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -5.7% | +8.0% | -13.7% | -7.0% |
| 3M | +1.9% | +8.3% | -6.4% | +0.2% |
| 6M | +1.8% | +23.9% | -22.1% | -2.4% |
| YTD | +3.4% | +59.6% | -56.2% | -5.2% |
| 1Y | +13.6% | +79.4% | -65.8% | +1.8% |
| 3Y | +60.4% | +269.4% | -209.1% | +25.7% |
| 5Y | +27.0% | +641.6% | -614.7% | -11.7% |
| 10Y | +83.1% | +845.2% | -762.2% | +6.8% |
| All | +190.5% | +2,232.9% | -2,042.4% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling