+967.9%
RMBS vs TAP
+479.0%
+488.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -8.4% | -4.5% | -3.9% | -7.7% |
| 30D | -24.9% | +7.5% | -32.3% | -26.3% |
| 3M | -15.8% | -4.9% | -10.9% | -15.6% |
| 6M | -37.5% | -3.5% | -34.0% | -38.0% |
| YTD | -12.1% | -11.4% | -0.7% | -11.6% |
| 1Y | -27.0% | -10.8% | -16.2% | -26.8% |
| 3Y | +28.8% | -24.5% | +53.3% | +32.3% |
| 5Y | +236.2% | +2.5% | +233.8% | +219.5% |
| 10Y | +546.6% | -47.6% | +594.2% | +576.9% |
| All | +967.9% | +479.0% | +488.9% | +845.5% |
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