+569.1%
RMBS vs TAP
-51.4%
+620.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +3.5% | -5.1% | +8.5% | +4.6% |
| 30D | -8.6% | -8.4% | -0.1% | -7.0% |
| 3M | -40.3% | -3.9% | -36.4% | -40.3% |
| 6M | -1.0% | -14.4% | +13.4% | +1.6% |
| YTD | -4.6% | -14.7% | +10.1% | -2.6% |
| 1Y | +17.6% | -18.7% | +36.2% | +21.1% |
| 3Y | +58.6% | -32.6% | +91.3% | +70.2% |
| 5Y | +270.9% | -1.4% | +272.3% | +249.1% |
| 10Y | +569.1% | -50.4% | +619.5% | +558.4% |
| All | +569.1% | -51.4% | +620.4% | +558.4% |
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