-17.4%
RMBS vs TDY
+22.9%
-40.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.8% | -1.2% | +0.3% |
| 7D | -8.9% | -5.0% | -3.9% | -2.4% |
| 30D | -24.8% | +2.0% | -26.8% | -26.6% |
| 3M | -17.6% | -7.7% | -9.9% | -8.1% |
| 6M | -25.7% | -0.9% | -24.8% | -23.3% |
| YTD | -9.8% | +23.7% | -33.5% | -28.8% |
| 1Y | -17.4% | +23.6% | -41.0% | -34.5% |
| All | -17.4% | +22.9% | -40.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling