+88.6%
TGT vs RMBS
-18.2%
+106.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.0% | +11.6% | +5.4% |
| 7D | +9.5% | -8.9% | +18.4% | +9.2% |
| 30D | +6.6% | -24.8% | +31.4% | +5.9% |
| 3M | +11.0% | -17.6% | +28.5% | +10.6% |
| 6M | +29.9% | -25.7% | +55.5% | +29.2% |
| YTD | +71.4% | -9.8% | +81.2% | +66.3% |
| 1Y | +88.6% | -17.4% | +106.0% | +83.6% |
| All | +88.6% | -18.2% | +106.8% | +83.6% |
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