+37.3%
RMBS vs TLN
+589.3%
-552.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.8% |
| 7D | +3.5% | +5.8% | -2.4% | +0.7% |
| 30D | -8.6% | -6.9% | -1.7% | -5.6% |
| 3M | -40.3% | -10.9% | -29.4% | -37.4% |
| 6M | -1.0% | -4.6% | +3.6% | +1.1% |
| YTD | -4.6% | -14.7% | +10.1% | +1.1% |
| 1Y | +17.6% | -17.9% | +35.5% | +27.1% |
| 3Y | +58.6% | +483.9% | -425.2% | -3.2% |
| All | +37.3% | +589.3% | -552.1% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling