+13.4%
AGNC vs TXG
+445.6%
-432.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.8% |
| 7D | -5.3% | +11.9% | -17.2% | -6.1% |
| 30D | -6.9% | +25.0% | -31.9% | -8.6% |
| 3M | +1.2% | +143.1% | -141.9% | -6.3% |
| 6M | +5.6% | +273.1% | -267.6% | -5.3% |
| YTD | +2.8% | +329.9% | -327.0% | -8.5% |
| All | +13.4% | +445.6% | -432.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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