-18.7%
RMBS vs TAP
-11.8%
-6.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.3% |
| 7D | +3.0% | -8.0% | +11.0% | -1.4% |
| 30D | -15.5% | +4.1% | -19.6% | -13.0% |
| 3M | -11.5% | -4.4% | -7.1% | -11.8% |
| 6M | -36.5% | -1.9% | -34.6% | -34.9% |
| YTD | -7.1% | -12.1% | +5.0% | -8.8% |
| 1Y | -18.7% | -12.0% | -6.6% | -20.1% |
| All | -18.7% | -11.8% | -6.8% | -20.1% |
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