+1,049.0%
RMBS vs TD
+4,902.2%
-3,853.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.3% |
| 7D | +3.0% | +0.9% | +2.1% | +2.3% |
| 30D | -14.4% | -0.7% | -13.8% | -14.0% |
| 3M | -42.8% | +6.3% | -49.1% | -45.1% |
| 6M | -1.4% | +27.9% | -29.3% | -15.5% |
| YTD | -5.4% | +29.8% | -35.3% | -19.7% |
| 1Y | +18.6% | +63.7% | -45.1% | -13.2% |
| 3Y | +57.3% | +128.3% | -71.1% | -8.2% |
| 5Y | +265.7% | +125.5% | +140.2% | +112.6% |
| 10Y | +546.0% | +296.7% | +249.3% | +153.9% |
| All | +1,049.0% | +4,902.2% | -3,853.3% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling