+553.9%
RMBS vs TXG
+27.0%
+526.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.0% |
| 7D | +1.8% | +9.5% | -7.7% | -0.6% |
| 30D | -13.9% | +18.8% | -32.7% | -17.9% |
| 3M | -39.8% | +136.1% | -175.9% | -52.6% |
| 6M | -6.0% | +235.2% | -241.2% | -32.7% |
| YTD | -5.4% | +320.5% | -325.9% | -36.3% |
| 1Y | -1.8% | +425.2% | -427.0% | -38.2% |
| 3Y | +53.7% | +42.9% | +10.8% | +19.1% |
| 5Y | +268.5% | -62.8% | +331.3% | +248.7% |
| All | +553.9% | +27.0% | +526.9% | +386.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling