+53.7%
RMBS vs TLN
+471.2%
-417.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +1.8% | -1.3% | +3.1% | +2.4% |
| 30D | -13.9% | -14.3% | +0.4% | -7.5% |
| 3M | -39.8% | -9.3% | -30.5% | -37.3% |
| 6M | -6.0% | -1.1% | -4.9% | -5.2% |
| YTD | -5.4% | -16.6% | +11.2% | +1.4% |
| 1Y | -1.8% | -22.0% | +20.2% | +8.5% |
| 3Y | +53.7% | +470.2% | -416.5% | -3.5% |
| All | +53.7% | +471.2% | -417.6% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling