+555.1%
RMBS vs TAP
-47.7%
+602.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +21.9% | -6.3% | +28.3% | +23.3% |
| 30D | -13.4% | +2.7% | -16.1% | -14.3% |
| 3M | -15.9% | -3.7% | -12.2% | -15.9% |
| 6M | -34.8% | -2.0% | -32.7% | -35.5% |
| YTD | -7.5% | -12.3% | +4.8% | -6.7% |
| 1Y | -16.9% | -10.1% | -6.8% | -16.8% |
| 3Y | +35.5% | -25.3% | +60.8% | +40.5% |
| 5Y | +254.2% | -1.9% | +256.1% | +233.3% |
| All | +555.1% | -47.7% | +602.8% | +533.6% |
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