+261.7%
RMBS vs TRGP
+627.0%
-365.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | -11.5% | +10.0% | -21.4% | -15.0% |
| 3M | -38.2% | +7.6% | -45.8% | -40.6% |
| 6M | -4.8% | +26.8% | -31.5% | -15.8% |
| YTD | -7.1% | +60.6% | -67.7% | -26.6% |
| 1Y | +10.7% | +82.5% | -71.8% | -17.9% |
| 3Y | +54.5% | +265.0% | -210.5% | -9.2% |
| 5Y | +261.7% | +645.9% | -384.2% | +70.0% |
| All | +261.7% | +627.0% | -365.3% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling