-9.3%
TDG vs RMBS
+16.3%
-25.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.3% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | -7.4% | -12.2% | +4.8% | -6.8% |
| 3M | -5.4% | -49.5% | +44.2% | -1.6% |
| 6M | -11.6% | -7.1% | -4.5% | -13.9% |
| YTD | -12.6% | -7.0% | -5.6% | -14.3% |
| 1Y | -9.3% | +13.3% | -22.7% | -12.9% |
| All | -9.3% | +16.3% | -25.6% | -12.9% |
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