+26.4%
AGNC vs TXT
+14.1%
+12.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.2% |
| 7D | -4.7% | +2.5% | -7.2% | -5.6% |
| 30D | -5.7% | -8.9% | +3.2% | -2.5% |
| 3M | +1.9% | -13.6% | +15.4% | +7.0% |
| 6M | +1.8% | -13.1% | +14.9% | +6.4% |
| YTD | +3.4% | -7.0% | +10.5% | +5.0% |
| 1Y | +13.6% | -1.4% | +15.0% | +12.4% |
| 3Y | +60.4% | +7.0% | +53.4% | +49.5% |
| All | +26.4% | +14.1% | +12.3% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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