+154.4%
TRV vs RMBS
+258.6%
-104.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +0.6% |
| 7D | -1.5% | +1.2% | -2.7% | -1.5% |
| 30D | -1.8% | -11.5% | +9.7% | -1.7% |
| 3M | +21.6% | -38.2% | +59.8% | +22.1% |
| 6M | +22.5% | -4.8% | +27.2% | +21.0% |
| YTD | +28.1% | -7.1% | +35.3% | +26.3% |
| 1Y | +37.0% | +10.7% | +26.3% | +33.4% |
| 3Y | +141.9% | +54.5% | +87.4% | +127.6% |
| All | +154.4% | +258.6% | -104.2% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling