+1,030.0%
RMBS vs TAP
+486.5%
+543.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -0.3% | -2.3% | +2.0% | +0.1% |
| 30D | -12.2% | -2.1% | -10.0% | -11.9% |
| 3M | -49.5% | +6.6% | -56.2% | -50.6% |
| 6M | -7.1% | -11.5% | +4.3% | -5.7% |
| YTD | -7.0% | -10.3% | +3.3% | -6.1% |
| 1Y | +13.3% | -14.4% | +27.7% | +15.1% |
| 3Y | +49.2% | -28.3% | +77.5% | +55.9% |
| 5Y | +250.0% | +1.7% | +248.3% | +234.9% |
| 10Y | +495.1% | -49.2% | +544.3% | +530.4% |
| All | +1,030.0% | +486.5% | +543.6% | +904.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling