+631.2%
AGNC vs TXT
+34.1%
+597.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.9% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -5.4% | -10.2% | +4.8% | -3.1% |
| 3M | +3.5% | -13.3% | +16.7% | +6.5% |
| 6M | +1.7% | -14.4% | +16.1% | +4.9% |
| YTD | +3.9% | -9.1% | +13.0% | +5.5% |
| 1Y | +13.8% | -2.2% | +16.0% | +13.7% |
| 3Y | +63.3% | +5.1% | +58.3% | +59.4% |
| 5Y | +27.5% | +12.8% | +14.7% | +21.6% |
| 10Y | +83.8% | +101.4% | -17.6% | +49.3% |
| All | +631.2% | +34.1% | +597.1% | +529.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling