+534.0%
RMBS vs TAP
-46.0%
+580.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.5% | -3.8% |
| 7D | +10.3% | +1.3% | +9.1% | +10.0% |
| 30D | -10.7% | +5.7% | -16.4% | -12.1% |
| 3M | -17.2% | -1.9% | -15.3% | -17.5% |
| 6M | -39.0% | +0.9% | -40.0% | -40.1% |
| YTD | -10.5% | -9.5% | -1.0% | -10.2% |
| 1Y | -11.0% | -9.0% | -2.0% | -11.0% |
| 3Y | +31.3% | -22.2% | +53.6% | +35.0% |
| 5Y | +242.8% | +1.2% | +241.5% | +220.5% |
| All | +534.0% | -46.0% | +580.0% | +509.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling