+212.2%
RMBS vs TPG
+74.1%
+138.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.0% |
| 7D | +1.8% | -9.4% | +11.2% | +7.4% |
| 30D | -13.9% | -5.3% | -8.6% | -12.1% |
| 3M | -39.8% | +12.9% | -52.7% | -44.7% |
| 6M | -6.0% | +20.1% | -26.1% | -17.3% |
| YTD | -5.4% | -22.5% | +17.1% | +7.5% |
| 1Y | -1.8% | -19.7% | +17.9% | +9.1% |
| 3Y | +53.7% | +81.2% | -27.5% | +17.6% |
| All | +212.2% | +74.1% | +138.0% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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