+28.8%
RMBS vs TLN
+710.8%
-682.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.5% | -1.9% |
| 7D | +10.3% | +11.0% | -0.7% | +5.0% |
| 30D | -10.7% | +4.9% | -15.6% | -12.5% |
| 3M | -17.2% | +4.9% | -22.1% | -19.4% |
| 6M | -39.0% | +7.1% | -46.1% | -41.1% |
| YTD | -10.5% | +0.3% | -10.8% | -12.4% |
| 1Y | -11.0% | +5.9% | -16.9% | -15.0% |
| 3Y | +31.3% | +578.5% | -547.1% | -25.9% |
| All | +28.8% | +710.8% | -682.0% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling