+17.6%
RMBS vs TAP
-19.6%
+37.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.5% |
| 7D | +3.5% | -5.1% | +8.5% | +1.1% |
| 30D | -8.6% | -8.4% | -0.1% | -11.8% |
| 3M | -40.3% | -3.9% | -36.4% | -40.5% |
| 6M | -1.0% | -14.4% | +13.4% | -4.1% |
| YTD | -4.6% | -14.7% | +10.1% | -7.8% |
| 1Y | +17.6% | -18.7% | +36.2% | +10.7% |
| All | +17.6% | -19.6% | +37.2% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling