-1.8%
RMBS vs TXG
+453.6%
-455.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +0.8% |
| 7D | +1.8% | +9.5% | -7.7% | -1.3% |
| 30D | -13.9% | +18.8% | -32.7% | -18.9% |
| 3M | -39.8% | +136.1% | -175.9% | -56.4% |
| 6M | -6.0% | +235.2% | -241.2% | -39.9% |
| YTD | -5.4% | +320.5% | -325.9% | -43.7% |
| 1Y | -1.8% | +425.2% | -427.0% | -45.7% |
| All | -1.8% | +453.6% | -455.4% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling