+13.3%
RMBS vs TRGP
+80.7%
-67.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | -12.2% | +11.5% | -23.7% | -12.4% |
| 3M | -49.5% | +9.0% | -58.5% | -49.5% |
| 6M | -7.1% | +20.5% | -27.6% | -10.0% |
| YTD | -7.0% | +59.5% | -66.5% | -23.3% |
| 1Y | +13.3% | +77.9% | -64.6% | -10.2% |
| All | +13.3% | +80.7% | -67.4% | -10.2% |
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