+561.2%
RMBS vs TAP
-47.8%
+609.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.8% |
| 7D | +3.0% | -8.0% | +11.0% | +4.6% |
| 30D | -15.5% | +4.1% | -19.6% | -16.6% |
| 3M | -11.5% | -4.4% | -7.1% | -11.3% |
| 6M | -36.5% | -1.9% | -34.6% | -37.3% |
| YTD | -7.1% | -12.1% | +5.0% | -6.3% |
| 1Y | -18.7% | -12.0% | -6.6% | -18.1% |
| 3Y | +36.2% | -25.0% | +61.2% | +41.1% |
| 5Y | +252.0% | -1.1% | +253.1% | +230.5% |
| 10Y | +561.2% | -47.6% | +608.8% | +547.3% |
| All | +561.2% | -47.8% | +609.0% | +547.3% |
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