-5.8%
TDG vs RMBS
-18.2%
+12.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +1.1% |
| 7D | +7.1% | -8.9% | +16.0% | +7.6% |
| 30D | +11.4% | -24.8% | +36.2% | +13.1% |
| 3M | -4.6% | -17.6% | +13.0% | -3.8% |
| 6M | +5.8% | -25.7% | +31.5% | +5.9% |
| YTD | -8.5% | -9.8% | +1.3% | -10.4% |
| 1Y | -5.8% | -17.4% | +11.6% | -7.6% |
| All | -5.8% | -18.2% | +12.4% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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