+26.4%
AGNC vs TXG
-62.8%
+89.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.9% |
| 7D | -4.7% | +9.5% | -14.2% | -6.0% |
| 30D | -5.7% | +18.8% | -24.4% | -8.2% |
| 3M | +1.9% | +136.1% | -134.3% | -11.2% |
| 6M | +1.8% | +235.2% | -233.4% | -16.5% |
| YTD | +3.4% | +320.5% | -317.1% | -18.6% |
| 1Y | +13.6% | +425.2% | -411.6% | -14.8% |
| 3Y | +60.4% | +42.9% | +17.5% | +42.5% |
| All | +26.4% | -62.8% | +89.2% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling