-1.8%
RMBS vs TRGP
+82.5%
-84.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -13.9% | +8.0% | -21.9% | -13.8% |
| 3M | -39.8% | +8.3% | -48.1% | -39.6% |
| 6M | -6.0% | +23.9% | -29.9% | -9.3% |
| YTD | -5.4% | +59.6% | -65.0% | -20.3% |
| 1Y | -1.8% | +79.4% | -81.2% | -21.0% |
| All | -1.8% | +82.5% | -84.3% | -21.0% |
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