+265.7%
RMBS vs TAP
0.0%
+265.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +1.9% |
| 7D | +3.0% | -2.3% | +5.3% | +3.1% |
| 30D | -14.4% | -9.4% | -5.0% | -13.9% |
| 3M | -42.8% | -0.8% | -42.0% | -43.1% |
| 6M | -1.4% | -14.7% | +13.3% | +0.2% |
| YTD | -5.4% | -13.9% | +8.5% | -4.5% |
| 1Y | +18.6% | -18.6% | +37.2% | +20.8% |
| 3Y | +57.3% | -32.0% | +89.3% | +66.4% |
| 5Y | +265.7% | -1.0% | +266.7% | +260.2% |
| All | +265.7% | 0.0% | +265.7% | +260.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling