+271.4%
RMBS vs TD
+120.6%
+150.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.7% |
| 7D | +3.5% | -1.9% | +5.4% | +4.8% |
| 30D | -8.6% | -1.6% | -7.0% | -7.5% |
| 3M | -40.3% | +4.6% | -44.9% | -42.2% |
| 6M | -1.0% | +26.8% | -27.8% | -15.5% |
| YTD | -4.6% | +28.3% | -32.9% | -19.2% |
| 1Y | +17.6% | +60.4% | -42.9% | -13.4% |
| 3Y | +58.6% | +125.7% | -67.1% | -7.3% |
| All | +271.4% | +120.6% | +150.8% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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