+33.1%
RMBS vs TLN
+733.8%
-700.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.5% |
| 7D | +21.9% | +22.3% | -0.3% | +10.8% |
| 30D | -13.4% | +1.2% | -14.6% | -13.7% |
| 3M | -15.9% | +5.9% | -21.8% | -18.5% |
| 6M | -34.8% | +3.2% | -38.0% | -36.3% |
| YTD | -7.5% | +3.2% | -10.7% | -10.7% |
| 1Y | -16.9% | +5.2% | -22.1% | -20.5% |
| 3Y | +35.5% | +606.3% | -570.7% | -24.9% |
| All | +33.1% | +733.8% | -700.8% | -26.0% |
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