+318.4%
RMBS vs TRGP
+2,242.0%
-1,923.6%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +3.5% | -0.7% | +4.2% | +3.6% |
| 30D | -8.6% | +9.5% | -18.0% | -10.6% |
| 3M | -40.3% | +10.8% | -51.1% | -42.0% |
| 6M | -1.0% | +25.3% | -26.3% | -6.9% |
| YTD | -4.6% | +60.3% | -64.9% | -15.3% |
| 1Y | +17.6% | +84.6% | -67.0% | +0.9% |
| 3Y | +58.6% | +264.4% | -205.7% | +18.5% |
| 5Y | +270.9% | +636.6% | -365.6% | +138.7% |
| 10Y | +569.1% | +848.9% | -279.8% | +256.1% |
| All | +318.4% | +2,242.0% | -1,923.6% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling