+49.9%
TRV vs RMBS
-18.2%
+68.1%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.0% | +9.5% | +3.0% |
| 7D | +3.9% | -8.9% | +12.8% | +3.2% |
| 30D | +13.5% | -24.8% | +38.3% | +11.3% |
| 3M | +8.9% | -17.6% | +26.4% | +7.8% |
| 6M | +36.8% | -25.7% | +62.4% | +34.7% |
| YTD | +42.7% | -9.8% | +52.5% | +42.8% |
| 1Y | +49.9% | -17.4% | +67.2% | +49.4% |
| All | +49.9% | -18.2% | +68.1% | +49.4% |
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