+559.0%
RMBS vs TXG
+24.6%
+534.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.2% |
| 7D | +3.5% | +9.1% | -5.7% | +1.1% |
| 30D | -8.6% | +14.9% | -23.5% | -12.1% |
| 3M | -40.3% | +120.0% | -160.3% | -52.1% |
| 6M | -1.0% | +221.8% | -222.8% | -28.4% |
| YTD | -4.6% | +312.6% | -317.2% | -35.5% |
| 1Y | +17.6% | +398.4% | -380.9% | -25.0% |
| 3Y | +58.6% | +42.1% | +16.6% | +23.2% |
| 5Y | +270.9% | -63.5% | +334.4% | +252.5% |
| All | +559.0% | +24.6% | +534.4% | +392.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling