+266.8%
RMBS vs TDY
+39.0%
+227.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +0.8% |
| 7D | +1.8% | -1.1% | +2.9% | +2.8% |
| 30D | -13.9% | -12.0% | -1.9% | -2.9% |
| 3M | -39.8% | -3.2% | -36.6% | -37.3% |
| 6M | -6.0% | -7.9% | +1.9% | +3.2% |
| YTD | -5.4% | +18.2% | -23.6% | -16.5% |
| 1Y | -1.8% | +6.7% | -8.5% | -5.5% |
| 3Y | +53.7% | +47.5% | +6.1% | +14.6% |
| All | +266.8% | +39.0% | +227.8% | +177.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling