+1,266.8%
TXN vs AGNC
+622.7%
+644.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.0% |
| 7D | +4.0% | -4.7% | +8.7% | +5.7% |
| 30D | -2.9% | -5.7% | +2.8% | -0.9% |
| 3M | -9.1% | +1.9% | -11.0% | -9.9% |
| 6M | +36.6% | +1.8% | +34.8% | +35.4% |
| YTD | +57.5% | +3.4% | +54.0% | +54.9% |
| 1Y | +49.5% | +13.6% | +35.9% | +42.3% |
| 3Y | +76.5% | +60.4% | +16.2% | +48.3% |
| 5Y | +62.4% | +27.0% | +35.4% | +45.1% |
| 10Y | +429.7% | +83.1% | +346.6% | +310.1% |
| All | +1,266.8% | +622.7% | +644.1% | +504.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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