+53.7%
RMBS vs TRI
-18.9%
+72.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.9% |
| 7D | +1.8% | -7.9% | +9.6% | +1.5% |
| 30D | -13.9% | -4.5% | -9.4% | -14.0% |
| 3M | -39.8% | +22.1% | -61.9% | -40.6% |
| 6M | -6.0% | -2.8% | -3.2% | -3.1% |
| YTD | -5.4% | -23.4% | +18.1% | +5.8% |
| 1Y | -1.8% | -41.5% | +39.7% | +24.1% |
| 3Y | +53.7% | -19.2% | +72.9% | +61.8% |
| All | +53.7% | -18.9% | +72.6% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 3y: compounded portfolio wealth divided by compounded TRI 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…
3y analysis · Full analysis span regression · 6 months rolling