-17.4%
RMBS vs TRGP
+89.5%
-106.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.5% | -1.4% | -6.4% |
| 7D | -8.9% | -6.5% | -2.5% | -9.5% |
| 30D | -24.8% | -0.4% | -24.4% | -24.5% |
| 3M | -17.6% | +8.8% | -26.4% | -16.5% |
| 6M | -25.7% | +11.0% | -36.7% | -25.1% |
| YTD | -9.8% | +57.4% | -67.2% | -27.1% |
| 1Y | -17.4% | +87.9% | -105.2% | -39.1% |
| All | -17.4% | +89.5% | -106.9% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling